+1,451.7%
ELV vs TECK
+2,265.7%
-814.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.5% | -1.9% |
| 7D | -0.3% | +7.8% | -8.0% | -1.2% |
| 30D | +2.0% | +8.3% | -6.3% | +0.9% |
| 3M | -3.5% | +16.1% | -19.6% | -5.5% |
| 6M | +40.2% | +42.9% | -2.7% | +33.2% |
| YTD | +15.8% | +50.8% | -34.9% | +9.0% |
| 1Y | +33.2% | +106.1% | -72.9% | +20.2% |
| 3Y | -6.2% | +84.0% | -90.3% | -15.9% |
| 5Y | +16.4% | +223.5% | -207.0% | -5.4% |
| 10Y | +259.8% | +378.1% | -118.3% | +158.6% |
| All | +1,451.7% | +2,265.7% | -814.1% | +894.8% |
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