-25.6%
EFX vs TECK
+108.8%
-134.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.8% | -6.3% |
| 7D | -8.6% | -0.3% | -8.3% | -8.7% |
| 30D | +0.1% | +4.6% | -4.5% | +0.4% |
| 3M | +3.8% | +2.8% | +1.0% | +5.2% |
| 6M | -13.5% | +24.9% | -38.4% | -12.4% |
| YTD | -17.7% | +44.7% | -62.4% | -17.7% |
| 1Y | -25.6% | +112.0% | -137.6% | -30.5% |
| All | -25.6% | +108.8% | -134.4% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling