+89.1%
ELF vs TECK
-2.7%
+91.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.6% |
| 7D | +4.0% | -0.2% | +4.2% | +4.1% |
| 30D | +10.6% | -7.5% | +18.1% | +12.1% |
| 3M | +25.8% | -8.4% | +34.3% | +27.9% |
| 6M | +89.1% | -2.2% | +91.3% | +94.4% |
| All | +89.1% | -2.7% | +91.7% | +94.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling