+69.4%
ENB vs TECK
+213.6%
-144.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.3% |
| 7D | -0.3% | +4.9% | -5.2% | -1.0% |
| 30D | -1.1% | +5.2% | -6.3% | -1.9% |
| 3M | -8.5% | +13.8% | -22.3% | -10.6% |
| 6M | -4.5% | +38.5% | -43.0% | -10.2% |
| YTD | +9.1% | +47.3% | -38.3% | +0.9% |
| 1Y | +8.0% | +81.0% | -73.0% | -4.2% |
| 3Y | +77.8% | +79.9% | -2.0% | +52.6% |
| 5Y | +69.4% | +207.9% | -138.5% | +30.9% |
| All | +69.4% | +213.6% | -144.3% | +30.9% |
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 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