+290.1%
ETR vs TECK
+377.7%
-87.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -1.8% | -3.8% | +2.0% | -1.5% |
| 30D | -1.8% | +0.7% | -2.5% | -1.9% |
| 3M | -3.6% | +4.6% | -8.2% | -4.2% |
| 6M | +2.6% | +25.1% | -22.5% | +0.1% |
| YTD | +16.0% | +39.2% | -23.2% | +11.9% |
| 1Y | +20.1% | +60.3% | -40.2% | +14.2% |
| 3Y | +143.6% | +62.9% | +80.7% | +127.8% |
| 5Y | +124.4% | +181.5% | -57.1% | +96.5% |
| All | +290.1% | +377.7% | -87.6% | +186.9% |
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