+944.8%
EFX vs TECK
+1,881.2%
-936.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +1.0% |
| 7D | -0.8% | -0.4% | -0.3% | -0.8% |
| 30D | +25.1% | -7.1% | +32.2% | +26.2% |
| 3M | +1.7% | -5.5% | +7.1% | +2.1% |
| 6M | +18.4% | -9.7% | +28.1% | +18.9% |
| YTD | -12.5% | +26.3% | -38.8% | -17.5% |
| 1Y | -8.1% | +44.4% | -52.5% | -15.2% |
| 3Y | +4.8% | +70.1% | -65.3% | -7.6% |
| 5Y | -30.1% | +125.8% | -155.9% | -42.7% |
| 10Y | +81.5% | +200.6% | -119.1% | +30.2% |
| All | +944.8% | +1,881.2% | -936.4% | +524.4% |
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