+148.7%
EWY vs TECK
+180.1%
-31.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.0% |
| 7D | -0.1% | -3.8% | +3.8% | +1.2% |
| 30D | +7.3% | +0.7% | +6.6% | +6.9% |
| 3M | -5.1% | +4.6% | -9.7% | -6.5% |
| 6M | +42.1% | +25.1% | +16.9% | +33.9% |
| YTD | +94.1% | +39.2% | +54.9% | +77.9% |
| 1Y | +147.8% | +60.3% | +87.5% | +118.3% |
| 3Y | +222.9% | +62.9% | +160.0% | +174.7% |
| All | +148.7% | +180.1% | -31.4% | +74.4% |
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