+1,074.7%
EMR vs TECK
+2,171.4%
-1,096.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | -5.6% | +4.6% | -10.2% | -6.7% |
| 3M | +7.9% | +2.8% | +5.1% | +6.8% |
| 6M | +6.0% | +24.9% | -18.9% | -0.2% |
| YTD | +16.4% | +44.7% | -28.3% | +5.4% |
| 1Y | +16.6% | +112.0% | -95.4% | -4.3% |
| 3Y | +62.9% | +67.6% | -4.7% | +38.4% |
| 5Y | +60.1% | +200.3% | -140.3% | +13.1% |
| 10Y | +268.7% | +358.2% | -89.5% | +113.2% |
| All | +1,074.7% | +2,171.4% | -1,096.7% | +409.9% |
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