-24.8%
ETHA vs TECK
+59.3%
-84.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.3% | +1.4% | +3.7% |
| 7D | +2.1% | +2.3% | -0.1% | +1.1% |
| 30D | -10.7% | -5.0% | -5.7% | -8.6% |
| 3M | +29.0% | -0.3% | +29.2% | +28.6% |
| 6M | +2.7% | +13.9% | -11.2% | -4.2% |
| YTD | -18.7% | +35.2% | -53.9% | -28.7% |
| 1Y | -24.8% | +57.5% | -82.4% | -37.5% |
| All | -24.8% | +59.3% | -84.1% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling