+390.7%
ZS vs TECK
+191.1%
+199.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.2% | -8.8% | -5.4% |
| 7D | -9.2% | +7.8% | -17.0% | -10.5% |
| 30D | -4.0% | +8.3% | -12.3% | -5.5% |
| 3M | +25.3% | +16.1% | +9.2% | +21.3% |
| 6M | -1.3% | +42.9% | -44.1% | -8.9% |
| YTD | -28.0% | +50.8% | -78.8% | -34.6% |
| 1Y | -42.5% | +106.1% | -148.6% | -51.1% |
| 3Y | +0.7% | +84.0% | -83.3% | -14.0% |
| 5Y | -42.3% | +223.5% | -265.8% | -55.3% |
| All | +390.7% | +191.1% | +199.6% | +303.9% |
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