+99.2%
WMT vs TECK
+64.4%
+34.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.3% | +6.2% | +0.1% |
| 7D | -2.5% | -4.2% | +1.8% | -2.4% |
| 30D | -6.4% | -0.4% | -6.1% | -6.4% |
| 3M | -12.1% | +10.1% | -22.3% | -12.5% |
| 6M | -15.0% | +26.0% | -41.0% | -16.4% |
| YTD | -4.5% | +38.0% | -42.5% | -6.9% |
| 1Y | +6.2% | +63.8% | -57.6% | +2.2% |
| All | +99.2% | +64.4% | +34.8% | +88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling