+20.0%
YUM vs TECK
+180.1%
-160.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -6.1% | -3.8% | -2.2% | -5.7% |
| 30D | -5.8% | +0.7% | -6.6% | -5.9% |
| 3M | -7.6% | +4.6% | -12.2% | -8.2% |
| 6M | -9.1% | +25.1% | -34.3% | -11.6% |
| YTD | -5.5% | +39.2% | -44.7% | -9.3% |
| 1Y | -3.7% | +60.3% | -64.0% | -9.1% |
| 3Y | +17.8% | +62.9% | -45.1% | +9.1% |
| All | +20.0% | +180.1% | -160.1% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling