+85.9%
EEM vs TECK
+65.8%
+20.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.0% |
| 7D | -1.3% | -3.8% | +2.6% | -0.2% |
| 30D | +2.1% | +0.7% | +1.3% | +1.7% |
| 3M | +1.0% | +4.6% | -3.6% | -0.8% |
| 6M | +15.9% | +25.1% | -9.2% | +8.4% |
| YTD | +24.6% | +39.2% | -14.5% | +13.1% |
| 1Y | +32.3% | +60.3% | -28.1% | +15.6% |
| 3Y | +85.9% | +62.9% | +23.0% | +58.6% |
| All | +85.9% | +65.8% | +20.1% | +58.6% |
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 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