+27.2%
EIX vs TECK
+207.5%
-180.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.2% | +0.4% | +4.1% |
| 7D | +0.9% | +7.8% | -6.9% | +0.1% |
| 30D | -13.5% | +8.3% | -21.8% | -14.2% |
| 3M | -15.3% | +16.1% | -31.3% | -16.8% |
| 6M | -15.3% | +42.9% | -58.2% | -19.0% |
| YTD | +2.7% | +50.8% | -48.0% | -2.8% |
| 1Y | +17.4% | +106.1% | -88.6% | +6.9% |
| 3Y | -1.3% | +84.0% | -85.4% | -10.9% |
| 5Y | +27.2% | +223.5% | -196.3% | +11.2% |
| All | +27.2% | +207.5% | -180.3% | +11.2% |
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