-29.4%
EW vs TECK
+207.5%
-236.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.2% | -7.7% | -4.0% |
| 7D | -4.4% | +7.8% | -12.2% | -5.2% |
| 30D | -3.3% | +8.3% | -11.6% | -4.3% |
| 3M | +1.0% | +16.1% | -15.1% | -1.0% |
| 6M | +6.2% | +42.9% | -36.6% | +1.4% |
| YTD | +1.7% | +50.8% | -49.0% | -3.7% |
| 1Y | +8.1% | +106.1% | -98.0% | -1.7% |
| 3Y | +17.1% | +84.0% | -67.0% | +5.3% |
| 5Y | -29.4% | +223.5% | -252.8% | -38.9% |
| All | -29.4% | +207.5% | -236.8% | -38.9% |
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 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