+853.2%
EFX vs TECK
+2,265.7%
-1,412.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.2% | -7.2% | -3.7% |
| 7D | -7.8% | +7.8% | -15.6% | -8.9% |
| 30D | -5.7% | +8.3% | -14.0% | -6.9% |
| 3M | +2.5% | +16.1% | -13.6% | -0.4% |
| 6M | -16.7% | +42.9% | -59.5% | -22.0% |
| YTD | -20.2% | +50.8% | -70.9% | -26.4% |
| 1Y | -31.4% | +106.1% | -137.5% | -40.1% |
| 3Y | -10.5% | +84.0% | -94.5% | -21.8% |
| 5Y | -35.2% | +223.5% | -258.7% | -49.6% |
| 10Y | +40.2% | +378.1% | -337.9% | -6.2% |
| All | +853.2% | +2,265.7% | -1,412.6% | +456.5% |
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