+55.5%
ZTS vs TECK
+373.8%
-318.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | +0.1% |
| 7D | -4.5% | -4.2% | -0.3% | -4.1% |
| 30D | -3.3% | -0.4% | -2.9% | -3.4% |
| 3M | -9.7% | +10.1% | -19.9% | -11.2% |
| 6M | -38.8% | +26.0% | -64.8% | -41.1% |
| YTD | -41.2% | +38.0% | -79.2% | -44.2% |
| 1Y | -50.3% | +63.8% | -114.1% | -53.9% |
| 3Y | -59.1% | +68.5% | -127.7% | -63.0% |
| 5Y | -62.8% | +179.2% | -242.0% | -69.0% |
| All | +55.5% | +373.8% | -318.3% | +12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling