+293.6%
ELF vs TECK
+331.3%
-37.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.2% | -9.0% | -5.7% |
| 7D | -1.2% | +7.8% | -8.9% | -2.6% |
| 30D | +5.9% | +8.3% | -2.4% | +4.3% |
| 3M | +99.5% | +16.1% | +83.5% | +93.2% |
| 6M | +26.5% | +42.9% | -16.3% | +17.2% |
| YTD | +37.2% | +50.8% | -13.6% | +25.1% |
| 1Y | -24.4% | +106.1% | -130.5% | -35.2% |
| 3Y | -23.3% | +84.0% | -107.4% | -34.1% |
| 5Y | +245.2% | +223.5% | +21.7% | +155.3% |
| All | +293.6% | +331.3% | -37.7% | +158.3% |
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