-27.0%
ETHA vs TECK
+50.2%
-77.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +2.8% |
| 7D | +3.5% | -3.8% | +7.3% | +5.4% |
| 30D | +35.3% | +0.7% | +34.6% | +34.6% |
| 3M | +50.9% | +4.6% | +46.3% | +46.2% |
| 6M | +22.1% | +25.1% | -3.0% | +6.5% |
| YTD | -14.6% | +39.2% | -53.8% | -29.9% |
| 1Y | -42.8% | +60.3% | -103.1% | -56.7% |
| All | -27.0% | +50.2% | -77.2% | -47.9% |
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 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