+466.0%
EFA vs TECK
+2,265.7%
-1,799.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -1.4% |
| 7D | +1.2% | +7.8% | -6.6% | -0.4% |
| 30D | -0.7% | +8.3% | -9.0% | -2.4% |
| 3M | +6.4% | +16.1% | -9.7% | +2.8% |
| 6M | +11.4% | +42.9% | -31.5% | +2.8% |
| YTD | +14.0% | +50.8% | -36.8% | +3.7% |
| 1Y | +20.2% | +106.1% | -85.9% | +2.1% |
| 3Y | +68.2% | +84.0% | -15.8% | +42.6% |
| 5Y | +54.8% | +223.5% | -168.7% | +12.7% |
| 10Y | +142.4% | +378.1% | -235.7% | +44.7% |
| All | +466.0% | +2,265.7% | -1,799.7% | +150.5% |
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