-13.0%
EFX vs TECK
+75.5%
-88.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.8% |
| 7D | -9.4% | +4.9% | -14.3% | -9.9% |
| 30D | -6.9% | +5.2% | -12.1% | -7.5% |
| 3M | +0.1% | +13.8% | -13.7% | -1.8% |
| 6M | -17.3% | +38.5% | -55.8% | -22.1% |
| YTD | -21.8% | +47.3% | -69.2% | -28.2% |
| 1Y | -32.5% | +81.0% | -113.5% | -41.3% |
| All | -13.0% | +75.5% | -88.5% | -28.9% |
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