+1,126.8%
ENTG vs TECK
+2,171.4%
-1,044.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.7% | +6.0% |
| 7D | +2.8% | -0.3% | +3.2% | +3.0% |
| 30D | -4.7% | +4.6% | -9.3% | -6.2% |
| 3M | -0.7% | +2.8% | -3.6% | -1.2% |
| 6M | +7.7% | +24.9% | -17.2% | +0.7% |
| YTD | +65.1% | +44.7% | +20.3% | +46.6% |
| 1Y | +74.8% | +112.0% | -37.2% | +37.1% |
| 3Y | +36.9% | +67.6% | -30.7% | +15.0% |
| 5Y | +16.1% | +200.3% | -184.2% | -22.2% |
| 10Y | +740.3% | +358.2% | +382.1% | +323.5% |
| All | +1,126.8% | +2,171.4% | -1,044.6% | +281.6% |
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