+706.7%
ETN vs TECK
+377.7%
+329.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.1% | +3.7% |
| 7D | +3.5% | -3.8% | +7.4% | +4.6% |
| 30D | -7.5% | +0.7% | -8.3% | -7.8% |
| 3M | +8.3% | +4.6% | +3.7% | +6.7% |
| 6M | +20.2% | +25.1% | -4.9% | +12.3% |
| YTD | +34.7% | +39.2% | -4.5% | +21.5% |
| 1Y | +19.4% | +60.3% | -40.9% | +3.3% |
| 3Y | +85.5% | +62.9% | +22.6% | +55.1% |
| 5Y | +186.6% | +181.5% | +5.1% | +92.2% |
| All | +706.7% | +377.7% | +329.0% | +313.4% |
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