+15.8%
EW vs TECK
+79.6%
-63.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.2% | -7.7% | -3.9% |
| 7D | -4.4% | +7.8% | -12.2% | -5.1% |
| 30D | -3.3% | +8.3% | -11.6% | -4.1% |
| 3M | +1.0% | +16.1% | -15.1% | -0.5% |
| 6M | +6.2% | +42.9% | -36.6% | +2.4% |
| YTD | +1.7% | +50.8% | -49.0% | -2.5% |
| 1Y | +8.1% | +106.1% | -98.0% | +0.6% |
| All | +15.8% | +79.6% | -63.7% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling