+350.4%
ELF vs TECK
+288.1%
+62.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.0% | -4.2% | +1.4% |
| 7D | +7.8% | +3.1% | +4.8% | +7.2% |
| 30D | +9.3% | -5.0% | +14.2% | +10.2% |
| 3M | +21.2% | -2.6% | +23.8% | +21.5% |
| 6M | +96.1% | 0.0% | +96.1% | +94.5% |
| YTD | +57.0% | +35.6% | +21.3% | +45.8% |
| 1Y | +61.9% | +58.1% | +3.8% | +45.9% |
| 3Y | +20.0% | +93.3% | -73.3% | +2.4% |
| 5Y | +284.8% | +153.7% | +131.0% | +198.8% |
| 10Y | +364.2% | +226.7% | +137.5% | +203.3% |
| All | +350.4% | +288.1% | +62.3% | +200.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling