+202.3%
ECL vs TECK
+198.5%
+3.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.9% |
| 7D | +2.9% | -0.4% | +3.3% | +2.9% |
| 30D | +7.5% | -7.1% | +14.6% | +8.7% |
| 3M | +12.2% | -5.5% | +17.7% | +12.9% |
| 6M | +24.6% | -9.7% | +34.3% | +25.6% |
| YTD | +18.8% | +26.3% | -7.5% | +12.0% |
| 1Y | +19.3% | +44.4% | -25.0% | +9.7% |
| 3Y | +78.2% | +70.1% | +8.1% | +53.3% |
| 5Y | +38.8% | +125.8% | -87.0% | +7.5% |
| All | +202.3% | +198.5% | +3.8% | +78.6% |
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 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