+142.8%
EFA vs TECK
+377.7%
-234.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | -1.5% | -3.8% | +2.3% | -0.8% |
| 30D | -1.7% | +0.7% | -2.4% | -1.9% |
| 3M | +3.5% | +4.6% | -1.1% | +2.1% |
| 6M | +9.5% | +25.1% | -15.6% | +4.0% |
| YTD | +12.9% | +39.2% | -26.3% | +4.6% |
| 1Y | +18.2% | +60.3% | -42.1% | +6.2% |
| 3Y | +64.8% | +62.9% | +1.9% | +44.0% |
| 5Y | +53.9% | +181.5% | -127.6% | +17.2% |
| All | +142.8% | +377.7% | -234.9% | +56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling