+88.5%
ENB vs TECK
+377.7%
-289.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -4.7% | -3.8% | -0.8% | -3.9% |
| 30D | -5.9% | +0.7% | -6.6% | -6.2% |
| 3M | -14.2% | +4.6% | -18.9% | -15.7% |
| 6M | -8.6% | +25.1% | -33.7% | -14.4% |
| YTD | +3.9% | +39.2% | -35.3% | -5.7% |
| 1Y | +1.8% | +60.3% | -58.5% | -11.1% |
| 3Y | +68.5% | +62.9% | +5.6% | +40.8% |
| 5Y | +62.4% | +181.5% | -119.0% | +12.2% |
| All | +88.5% | +377.7% | -289.1% | -4.4% |
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