+32.0%
EMR vs TECK
+38.3%
-6.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.7% |
| 7D | +2.8% | -0.4% | +3.3% | +2.9% |
| 30D | +3.7% | -7.1% | +10.8% | +6.4% |
| 3M | +2.0% | -5.5% | +7.5% | +3.5% |
| 6M | +22.1% | -9.7% | +31.8% | +25.0% |
| YTD | +27.2% | +26.3% | +1.0% | +12.0% |
| 1Y | +32.0% | +44.4% | -12.3% | +9.6% |
| All | +32.0% | +38.3% | -6.2% | +9.6% |
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