+84.9%
USB vs TECK
+211.9%
-127.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.4% |
| 7D | +1.4% | +1.7% | -0.2% | +0.9% |
| 30D | +6.4% | -7.6% | +14.1% | +8.3% |
| 3M | -4.5% | -5.9% | +1.4% | -3.6% |
| 6M | +11.4% | -2.8% | +14.2% | +10.5% |
| YTD | +17.1% | +31.8% | -14.7% | +6.3% |
| 1Y | +32.6% | +49.1% | -16.5% | +16.4% |
| 3Y | +101.8% | +83.0% | +18.8% | +62.6% |
| 5Y | +25.1% | +150.6% | -125.5% | -11.6% |
| 10Y | +84.9% | +219.0% | -134.1% | +0.7% |
| All | +84.9% | +211.9% | -127.1% | +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