+55.0%
EWZ vs TECK
+200.8%
-145.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +6.5% | -0.3% | +6.8% | +6.6% |
| 30D | +4.8% | +4.6% | +0.2% | +3.5% |
| 3M | +9.9% | +2.8% | +7.0% | +8.3% |
| 6M | +1.9% | +24.9% | -22.9% | -5.3% |
| YTD | +20.3% | +44.7% | -24.4% | +7.1% |
| 1Y | +35.6% | +112.0% | -76.4% | +8.0% |
| 3Y | +43.4% | +67.6% | -24.2% | +17.5% |
| All | +55.0% | +200.8% | -145.8% | +2.2% |
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