+1,055.0%
EWY vs TECK
+2,265.7%
-1,210.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | -0.6% |
| 7D | +8.0% | +7.8% | +0.3% | +5.8% |
| 30D | +14.3% | +8.3% | +6.1% | +11.8% |
| 3M | +2.3% | +16.1% | -13.8% | -1.4% |
| 6M | +49.9% | +42.9% | +7.0% | +37.5% |
| YTD | +95.3% | +50.8% | +44.6% | +76.4% |
| 1Y | +161.7% | +106.1% | +55.7% | +116.6% |
| 3Y | +230.2% | +84.0% | +146.1% | +173.2% |
| 5Y | +148.1% | +223.5% | -75.3% | +68.3% |
| 10Y | +293.2% | +378.1% | -84.9% | +108.0% |
| All | +1,055.0% | +2,265.7% | -1,210.8% | +292.8% |
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