+166.5%
ZTS vs TECK
+145.4%
+21.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.2% | -7.1% | -3.4% |
| 7D | -4.8% | +7.8% | -12.5% | -5.5% |
| 30D | +1.2% | +8.3% | -7.0% | +0.4% |
| 3M | -6.0% | +16.1% | -22.1% | -7.7% |
| 6M | -38.7% | +42.9% | -81.6% | -41.3% |
| YTD | -40.6% | +50.8% | -91.4% | -43.6% |
| 1Y | -50.6% | +106.1% | -156.7% | -54.7% |
| 3Y | -58.7% | +84.0% | -142.8% | -62.3% |
| 5Y | -62.8% | +223.5% | -286.3% | -68.4% |
| 10Y | +56.2% | +378.1% | -321.9% | +19.1% |
| All | +166.5% | +145.4% | +21.1% | +87.4% |
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