+593.5%
USB vs TECK
+1,872.0%
-1,278.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.1% | +5.0% | -0.6% |
| 7D | -1.5% | -6.0% | +4.5% | -0.2% |
| 30D | +4.3% | -10.7% | +15.0% | +6.7% |
| 3M | -6.1% | -9.2% | +3.1% | -4.6% |
| 6M | +9.4% | +3.9% | +5.5% | +7.0% |
| YTD | +15.2% | +25.7% | -10.5% | +7.3% |
| 1Y | +32.8% | +44.3% | -11.5% | +19.8% |
| 3Y | +91.3% | +65.7% | +25.6% | +63.3% |
| 5Y | +22.7% | +136.6% | -113.9% | -6.6% |
| 10Y | +97.0% | +221.4% | -124.3% | +26.0% |
| All | +593.5% | +1,872.0% | -1,278.5% | +199.2% |
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