+26.5%
ECL vs TECK
+213.6%
-187.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.1% | -1.9% |
| 7D | -2.7% | +4.9% | -7.6% | -3.3% |
| 30D | -4.3% | +5.2% | -9.5% | -4.9% |
| 3M | +3.2% | +13.8% | -10.6% | +1.4% |
| 6M | -2.9% | +38.5% | -41.4% | -7.1% |
| YTD | +4.3% | +47.3% | -43.1% | -1.2% |
| 1Y | +1.6% | +81.0% | -79.3% | -6.2% |
| 3Y | +54.3% | +79.9% | -25.6% | +38.9% |
| 5Y | +26.5% | +207.9% | -181.4% | +5.9% |
| All | +26.5% | +213.6% | -187.2% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling