+1,812.3%
ECL vs TECK
+2,171.4%
-359.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -2.6% | -0.3% | -2.3% | -2.6% |
| 30D | -2.2% | +4.6% | -6.8% | -2.9% |
| 3M | +10.1% | +2.8% | +7.3% | +9.1% |
| 6M | -5.7% | +24.9% | -30.6% | -9.7% |
| YTD | +7.0% | +44.7% | -37.8% | -0.2% |
| 1Y | +2.7% | +112.0% | -109.3% | -10.2% |
| 3Y | +57.7% | +67.6% | -9.9% | +39.6% |
| 5Y | +31.1% | +200.3% | -169.2% | +2.3% |
| 10Y | +150.9% | +358.2% | -207.3% | +67.1% |
| All | +1,812.3% | +2,171.4% | -359.1% | +969.9% |
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 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