+19.0%
EWZ vs TECK
+66.4%
-47.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -1.5% | -0.2% | -1.2% | -1.5% |
| 30D | -24.5% | -7.5% | -17.0% | -23.3% |
| 3M | -10.7% | -8.4% | -2.3% | -9.2% |
| 6M | -19.1% | -2.2% | -16.9% | -19.7% |
| YTD | +1.6% | +26.8% | -25.2% | -6.1% |
| 1Y | +4.3% | +46.5% | -42.2% | -6.9% |
| 3Y | +19.0% | +69.0% | -50.1% | +0.1% |
| All | +19.0% | +66.4% | -47.4% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling