+263.6%
EMR vs TECK
+373.8%
-110.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.3% | +5.0% | +0.7% |
| 7D | -1.2% | -4.2% | +3.0% | 0.0% |
| 30D | -9.4% | -0.4% | -9.1% | -9.5% |
| 3M | +8.6% | +10.1% | -1.6% | +4.7% |
| 6M | +6.7% | +26.0% | -19.3% | -1.7% |
| YTD | +13.1% | +38.0% | -25.0% | +0.6% |
| 1Y | +12.7% | +63.8% | -51.0% | -5.3% |
| 3Y | +58.1% | +68.5% | -10.4% | +27.0% |
| 5Y | +63.6% | +179.2% | -115.5% | +4.3% |
| All | +263.6% | +373.8% | -110.2% | +78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling