+81.3%
USB vs TECK
+198.5%
-117.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.3% |
| 7D | +2.6% | -0.4% | +3.0% | +2.6% |
| 30D | +8.4% | -7.1% | +15.5% | +10.1% |
| 3M | -5.5% | -5.5% | -0.1% | -4.8% |
| 6M | +17.7% | -9.7% | +27.4% | +18.9% |
| YTD | +17.6% | +26.3% | -8.7% | +7.9% |
| 1Y | +33.9% | +44.4% | -10.5% | +18.5% |
| 3Y | +103.8% | +70.1% | +33.8% | +67.3% |
| 5Y | +25.6% | +125.8% | -100.2% | -8.8% |
| All | +81.3% | +198.5% | -117.2% | -0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling