-28.7%
ETHA vs TECK
+62.7%
-91.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | -1.1% |
| 7D | +2.7% | +7.8% | -5.1% | -1.2% |
| 30D | +29.4% | +8.3% | +21.1% | +24.1% |
| 3M | +47.2% | +16.1% | +31.1% | +35.2% |
| 6M | +25.4% | +42.9% | -17.5% | +2.1% |
| YTD | -16.5% | +50.8% | -67.3% | -34.2% |
| 1Y | -42.3% | +106.1% | -148.4% | -62.0% |
| All | -28.7% | +62.7% | -91.4% | -51.1% |
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