+57.6%
ECL vs TECK
+85.2%
-27.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -0.8% |
| 7D | -0.8% | +7.8% | -8.5% | -1.4% |
| 30D | -2.5% | +8.3% | -10.8% | -3.2% |
| 3M | +8.3% | +16.1% | -7.7% | +6.7% |
| 6M | -1.1% | +42.9% | -43.9% | -4.7% |
| YTD | +6.5% | +50.8% | -44.2% | +2.1% |
| 1Y | +2.1% | +106.1% | -104.0% | -4.8% |
| 3Y | +57.6% | +84.0% | -26.4% | +45.4% |
| All | +57.6% | +85.2% | -27.6% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling