+113.5%
ENB vs TECK
+198.5%
-85.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | +3.1% | -0.4% | +3.6% | +3.1% |
| 30D | +2.1% | -7.1% | +9.2% | +3.4% |
| 3M | -4.4% | -5.5% | +1.0% | -3.9% |
| 6M | -10.1% | -9.7% | -0.3% | -9.4% |
| YTD | +5.2% | +26.3% | -21.1% | -3.1% |
| 1Y | +4.2% | +44.4% | -40.1% | -7.1% |
| 3Y | +70.1% | +70.1% | 0.0% | +39.5% |
| 5Y | +59.4% | +125.8% | -66.4% | +15.6% |
| All | +113.5% | +198.5% | -85.0% | +15.1% |
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