+628.6%
USB vs TECK
+2,171.4%
-1,542.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.4% |
| 3M | +15.2% | +2.8% | +12.4% | +13.7% |
| 6M | +18.8% | +24.9% | -6.1% | +11.8% |
| YTD | +21.0% | +44.7% | -23.7% | +9.7% |
| 1Y | +34.0% | +112.0% | -78.0% | +11.1% |
| 3Y | +95.3% | +67.6% | +27.7% | +66.7% |
| 5Y | +40.4% | +200.3% | -160.0% | +1.5% |
| 10Y | +107.3% | +358.2% | -250.9% | +22.8% |
| All | +628.6% | +2,171.4% | -1,542.8% | +206.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling