+255.0%
ELF vs TECK
+200.8%
+54.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +5.4% | -0.3% | +5.7% | +5.4% |
| 30D | +27.0% | +4.6% | +22.4% | +26.0% |
| 3M | +113.2% | +2.8% | +110.4% | +111.5% |
| 6M | +36.6% | +24.9% | +11.7% | +30.1% |
| YTD | +44.2% | +44.7% | -0.5% | +33.3% |
| 1Y | -18.0% | +112.0% | -130.0% | -29.2% |
| 3Y | -19.9% | +67.6% | -87.5% | -29.3% |
| All | +255.0% | +200.8% | +54.2% | +186.9% |
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