+1,794.8%
ENB vs TECK
+1,881.2%
-86.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | +1.7% | -0.4% | +2.1% | +1.7% |
| 30D | +0.7% | -7.1% | +7.8% | +1.8% |
| 3M | -5.8% | -5.5% | -0.3% | -5.3% |
| 6M | -11.3% | -9.7% | -1.6% | -10.8% |
| YTD | +3.7% | +26.3% | -22.6% | -3.2% |
| 1Y | +2.8% | +44.4% | -41.6% | -6.7% |
| 3Y | +67.7% | +70.1% | -2.4% | +43.0% |
| 5Y | +57.1% | +125.8% | -68.6% | +22.7% |
| 10Y | +106.6% | +200.6% | -94.0% | +37.6% |
| All | +1,794.8% | +1,881.2% | -86.4% | +821.2% |
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