+21.6%
ECL vs TECK
-5.0%
+26.6%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -0.8% |
| 7D | -0.5% | +2.1% | -2.6% | -0.6% |
| 30D | +6.6% | -8.9% | +15.5% | +7.1% |
| 3M | +9.6% | -7.1% | +16.7% | +10.1% |
| 6M | +21.6% | -7.0% | +28.6% | +23.2% |
| All | +21.6% | -5.0% | +26.6% | +23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling