+205.7%
ZTS vs TECK
+105.5%
+100.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +1.2% |
| 7D | +5.6% | -0.4% | +6.0% | +5.6% |
| 30D | +12.1% | -7.1% | +19.2% | +12.9% |
| 3M | +11.3% | -5.5% | +16.7% | +11.7% |
| 6M | +14.3% | -9.7% | +24.0% | +14.8% |
| YTD | -31.9% | +26.3% | -58.1% | -34.2% |
| 1Y | -29.3% | +44.4% | -73.6% | -32.7% |
| 3Y | -48.0% | +70.1% | -118.1% | -52.1% |
| 5Y | -58.9% | +125.8% | -184.7% | -63.8% |
| 10Y | +81.7% | +200.6% | -118.9% | +43.9% |
| All | +205.7% | +105.5% | +100.2% | +118.6% |
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