+149.4%
EWT vs TECK
+180.1%
-30.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | -1.1% | -3.8% | +2.7% | -0.2% |
| 30D | +4.5% | +0.7% | +3.7% | +4.1% |
| 3M | +8.3% | +4.6% | +3.6% | +6.5% |
| 6M | +54.2% | +25.1% | +29.1% | +45.0% |
| YTD | +74.6% | +39.2% | +35.4% | +59.4% |
| 1Y | +84.9% | +60.3% | +24.6% | +62.8% |
| 3Y | +197.5% | +62.9% | +134.6% | +154.3% |
| All | +149.4% | +180.1% | -30.7% | +88.3% |
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