+65.8%
EMR vs TECK
+213.6%
-147.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.5% |
| 7D | +0.9% | +4.9% | -4.0% | -0.5% |
| 30D | -5.0% | +5.2% | -10.1% | -6.4% |
| 3M | +5.9% | +13.8% | -7.9% | +1.6% |
| 6M | +7.3% | +38.5% | -31.2% | -2.9% |
| YTD | +14.6% | +47.3% | -32.8% | +1.5% |
| 1Y | +15.6% | +81.0% | -65.4% | -3.4% |
| 3Y | +60.2% | +79.9% | -19.7% | +30.2% |
| 5Y | +65.8% | +207.9% | -142.0% | +16.0% |
| All | +65.8% | +213.6% | -147.8% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling