+46.0%
ELF vs TECK
+42.2%
+3.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.9% | -0.3% | -3.4% |
| 7D | +3.4% | +2.1% | +1.2% | +2.9% |
| 30D | +5.0% | -8.9% | +13.9% | +6.8% |
| 3M | +22.6% | -7.1% | +29.7% | +24.2% |
| 6M | +104.0% | -7.0% | +111.0% | +106.0% |
| YTD | +49.3% | +28.3% | +21.0% | +39.2% |
| 1Y | +46.0% | +40.6% | +5.5% | +29.5% |
| All | +46.0% | +42.2% | +3.8% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling