+856.1%
EEM vs TECK
+2,543.7%
-1,687.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.0% | -1.0% |
| 7D | +3.1% | +7.8% | -4.7% | +0.9% |
| 30D | +4.9% | +8.3% | -3.4% | +2.4% |
| 3M | +5.2% | +16.1% | -10.8% | +0.5% |
| 6M | +20.7% | +42.9% | -22.1% | +8.4% |
| YTD | +26.5% | +50.8% | -24.3% | +11.3% |
| 1Y | +37.8% | +106.1% | -68.2% | +10.3% |
| 3Y | +91.0% | +84.0% | +6.9% | +52.2% |
| 5Y | +47.0% | +223.5% | -176.4% | -5.9% |
| 10Y | +125.6% | +378.1% | -252.5% | +9.0% |
| All | +856.1% | +2,543.7% | -1,687.6% | +186.5% |
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