+35.4%
EIX vs TECK
+203.4%
-168.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.6% |
| 7D | -1.5% | +2.1% | -3.6% | -1.7% |
| 30D | +8.1% | -8.9% | +17.0% | +9.1% |
| 3M | -12.1% | -7.1% | -5.0% | -11.5% |
| 6M | -13.4% | -7.0% | -6.4% | -13.2% |
| YTD | +5.6% | +28.3% | -22.8% | +1.4% |
| 1Y | +7.8% | +40.6% | -32.7% | +2.3% |
| 3Y | +9.8% | +78.2% | -68.3% | -0.5% |
| 5Y | +18.8% | +129.5% | -110.7% | +2.0% |
| All | +35.4% | +203.4% | -168.0% | -1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling