+345.4%
TECK vs EAT
+379.9%
-34.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.3% | -6.0% | -6.2% |
| 7D | -4.2% | -6.2% | +2.0% | -2.6% |
| 30D | -0.4% | -3.0% | +2.7% | +0.2% |
| 3M | +10.1% | +45.6% | -35.5% | -1.6% |
| 6M | +26.0% | +53.5% | -27.6% | +9.6% |
| YTD | +38.0% | +49.6% | -11.5% | +20.7% |
| 1Y | +63.8% | +38.9% | +24.9% | +44.9% |
| 3Y | +68.5% | +589.7% | -521.1% | -10.3% |
| 5Y | +179.2% | +318.7% | -139.5% | +60.6% |
| All | +345.4% | +379.9% | -34.5% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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