+17.0%
EIX vs TECK
+147.0%
-130.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.4% |
| 7D | +1.0% | +1.7% | -0.7% | +0.7% |
| 30D | +8.9% | -7.6% | +16.5% | +9.7% |
| 3M | -9.8% | -5.9% | -3.9% | -9.3% |
| 6M | -10.2% | -2.8% | -7.4% | -10.4% |
| YTD | +5.9% | +31.8% | -25.9% | +1.4% |
| 1Y | +10.9% | +49.1% | -38.2% | +4.4% |
| 3Y | +10.2% | +83.0% | -72.8% | -0.9% |
| 5Y | +17.0% | +150.6% | -133.6% | +2.8% |
| All | +17.0% | +147.0% | -130.0% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling