+275.1%
ELF vs TECK
+134.3%
+140.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.6% |
| 7D | +4.0% | -0.2% | +4.2% | +4.0% |
| 30D | +10.6% | -7.5% | +18.1% | +12.1% |
| 3M | +25.8% | -8.4% | +34.3% | +27.7% |
| 6M | +89.1% | -2.2% | +91.3% | +88.4% |
| YTD | +52.7% | +26.8% | +25.9% | +44.1% |
| 1Y | +51.7% | +46.5% | +5.2% | +39.3% |
| 3Y | +14.2% | +69.0% | -54.8% | +1.1% |
| All | +275.1% | +134.3% | +140.9% | +207.6% |
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