+34.0%
USB vs TECK
+108.8%
-74.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +1.4% | -0.3% | +1.8% | +1.5% |
| 30D | -1.3% | +4.6% | -5.9% | -1.8% |
| 3M | +15.2% | +2.8% | +12.4% | +14.7% |
| 6M | +18.8% | +24.9% | -6.1% | +14.2% |
| YTD | +21.0% | +44.7% | -23.7% | +14.0% |
| 1Y | +34.0% | +112.0% | -78.0% | +21.4% |
| All | +34.0% | +108.8% | -74.8% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling