+84.1%
EWZ vs TECK
+373.9%
-289.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.2% | +0.6% |
| 7D | +5.6% | +7.8% | -2.2% | +3.0% |
| 30D | +9.3% | +8.3% | +1.0% | +6.4% |
| 3M | +15.7% | +16.1% | -0.4% | +9.4% |
| 6M | +7.4% | +42.9% | -35.4% | -5.8% |
| YTD | +22.7% | +50.8% | -28.1% | +5.2% |
| 1Y | +36.4% | +106.1% | -69.7% | +4.5% |
| 3Y | +50.4% | +84.0% | -33.6% | +14.2% |
| 5Y | +67.6% | +223.5% | -155.8% | -2.7% |
| 10Y | +84.1% | +378.1% | -294.0% | -25.1% |
| All | +84.1% | +373.9% | -289.8% | -25.1% |
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