+1,150.9%
EWT vs TECK
+2,212.2%
-1,061.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.7% |
| 7D | +2.1% | +4.9% | -2.7% | +1.1% |
| 30D | +9.4% | +5.2% | +4.2% | +8.1% |
| 3M | +10.9% | +13.8% | -2.9% | +7.7% |
| 6M | +57.9% | +38.5% | +19.5% | +47.0% |
| YTD | +75.9% | +47.3% | +28.6% | +61.2% |
| 1Y | +89.7% | +81.0% | +8.7% | +66.1% |
| 3Y | +200.9% | +79.9% | +121.0% | +158.1% |
| 5Y | +154.5% | +207.9% | -53.4% | +88.3% |
| 10Y | +520.8% | +389.5% | +131.3% | +272.2% |
| All | +1,150.9% | +2,212.2% | -1,061.2% | +467.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling