-7.4%
EW vs TECK
+148.6%
-156.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.6% |
| 7D | +6.5% | -1.2% | +7.7% | +6.6% |
| 30D | +22.5% | -5.7% | +28.2% | +23.2% |
| 3M | +13.0% | -3.6% | +16.6% | +13.1% |
| 6M | +37.1% | -2.2% | +39.3% | +36.6% |
| YTD | +24.1% | +33.6% | -9.4% | +18.3% |
| 1Y | +24.2% | +49.0% | -24.7% | +16.7% |
| 3Y | +64.8% | +85.4% | -20.6% | +45.8% |
| 5Y | -7.4% | +138.5% | -145.9% | -25.3% |
| All | -7.4% | +148.6% | -156.0% | -25.3% |
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