+25.7%
EMR vs TECK
+59.3%
-33.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -1.9% | +0.8% |
| 7D | +1.6% | +2.3% | -0.6% | +0.8% |
| 30D | +5.0% | -5.0% | +10.0% | +6.8% |
| 3M | +7.7% | -0.3% | +8.0% | +7.1% |
| 6M | +26.8% | +13.9% | +12.9% | +18.4% |
| YTD | +29.9% | +35.2% | -5.3% | +11.1% |
| 1Y | +25.7% | +57.5% | -31.9% | 0.0% |
| All | +25.7% | +59.3% | -33.6% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling