-0.3%
ZS vs TECK
+65.8%
-66.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -3.1% | -3.8% | +0.8% | -2.5% |
| 30D | -7.2% | +0.7% | -8.0% | -7.6% |
| 3M | +30.5% | +4.6% | +25.9% | +28.6% |
| 6M | +7.0% | +25.1% | -18.1% | +0.1% |
| YTD | -26.8% | +39.2% | -66.0% | -34.1% |
| 1Y | -42.6% | +60.3% | -102.9% | -50.7% |
| 3Y | -0.3% | +62.9% | -63.2% | -16.0% |
| All | -0.3% | +65.8% | -66.1% | -16.0% |
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 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