+117.8%
EW vs TECK
+377.7%
-259.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -2.9% |
| 7D | -6.2% | -3.8% | -2.3% | -5.7% |
| 30D | -9.3% | +0.7% | -10.1% | -9.5% |
| 3M | -1.6% | +4.6% | -6.2% | -2.6% |
| 6M | -0.8% | +25.1% | -26.0% | -4.5% |
| YTD | -1.0% | +39.2% | -40.2% | -6.4% |
| 1Y | +8.2% | +60.3% | -52.2% | +0.1% |
| 3Y | +12.7% | +62.9% | -50.2% | +1.6% |
| 5Y | -30.2% | +181.5% | -211.7% | -43.4% |
| All | +117.8% | +377.7% | -259.9% | +49.0% |
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 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