+303.5%
EWY vs TECK
+377.7%
-74.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.0% |
| 7D | -0.1% | -3.8% | +3.8% | +1.0% |
| 30D | +7.3% | +0.7% | +6.6% | +7.0% |
| 3M | -5.1% | +4.6% | -9.7% | -6.1% |
| 6M | +42.1% | +25.1% | +16.9% | +35.1% |
| YTD | +94.1% | +39.2% | +54.9% | +79.5% |
| 1Y | +147.8% | +60.3% | +87.5% | +120.5% |
| 3Y | +222.9% | +62.9% | +160.0% | +178.0% |
| 5Y | +150.6% | +181.5% | -30.9% | +80.6% |
| All | +303.5% | +377.7% | -74.2% | +134.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling