+357.2%
ELF vs TECK
+211.9%
+145.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.2% |
| 7D | +6.3% | +1.7% | +4.6% | +5.9% |
| 30D | +8.5% | -7.6% | +16.1% | +10.0% |
| 3M | +24.4% | -5.9% | +30.3% | +25.6% |
| 6M | +94.7% | -2.8% | +97.6% | +94.2% |
| YTD | +55.9% | +31.8% | +24.0% | +45.3% |
| 1Y | +48.4% | +49.1% | -0.7% | +35.0% |
| 3Y | +24.6% | +83.0% | -58.4% | +7.0% |
| 5Y | +285.0% | +150.6% | +134.4% | +197.7% |
| 10Y | +357.2% | +219.0% | +138.3% | +195.5% |
| All | +357.2% | +211.9% | +145.3% | +195.5% |
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