+151.1%
ETR vs TECK
+130.0%
+21.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | +1.2% | -0.4% | +1.6% | +1.2% |
| 30D | +7.0% | -7.1% | +14.1% | +7.6% |
| 3M | +4.6% | -5.5% | +10.1% | +4.9% |
| 6M | +0.1% | -9.7% | +9.8% | +0.6% |
| YTD | +23.2% | +26.3% | -3.1% | +19.2% |
| 1Y | +20.6% | +44.4% | -23.8% | +15.1% |
| 3Y | +156.3% | +70.1% | +86.2% | +135.9% |
| All | +151.1% | +130.0% | +21.2% | +117.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling