+202.6%
ZTS vs TECK
+108.9%
+93.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +0.9% |
| 7D | +1.0% | +2.1% | -1.1% | +0.8% |
| 30D | +12.4% | -8.9% | +21.3% | +13.4% |
| 3M | +13.6% | -7.1% | +20.7% | +14.2% |
| 6M | +9.3% | -7.0% | +16.3% | +9.5% |
| YTD | -32.6% | +28.3% | -60.9% | -35.0% |
| 1Y | -30.0% | +40.6% | -70.6% | -33.2% |
| 3Y | -48.7% | +78.2% | -126.9% | -53.0% |
| 5Y | -59.3% | +129.5% | -188.8% | -64.2% |
| 10Y | +79.8% | +205.6% | -125.8% | +42.2% |
| All | +202.6% | +108.9% | +93.6% | +116.0% |
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 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