+782.9%
ENTG vs TECK
+377.7%
+405.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +1.9% |
| 7D | +1.2% | -3.8% | +5.0% | +2.6% |
| 30D | -12.9% | +0.7% | -13.6% | -13.3% |
| 3M | -3.1% | +4.6% | -7.7% | -4.7% |
| 6M | +21.0% | +25.1% | -4.1% | +11.9% |
| YTD | +67.0% | +39.2% | +27.8% | +48.3% |
| 1Y | +68.6% | +60.3% | +8.3% | +42.5% |
| 3Y | +48.6% | +62.9% | -14.3% | +23.2% |
| 5Y | +18.6% | +181.5% | -162.9% | -20.0% |
| All | +782.9% | +377.7% | +405.2% | +392.4% |
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