+1,881.2%
TECK vs EAT
+1,464.4%
+416.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | -0.4% | -4.0% | +3.5% | +0.8% |
| 30D | -7.1% | -2.9% | -4.2% | -6.5% |
| 3M | -5.5% | -16.9% | +11.4% | -0.3% |
| 6M | -9.7% | +57.0% | -66.7% | -23.7% |
| YTD | +26.3% | +38.2% | -11.9% | +9.7% |
| 1Y | +44.4% | +69.3% | -24.9% | +16.8% |
| 3Y | +70.1% | +483.0% | -412.9% | -15.0% |
| 5Y | +125.8% | +364.1% | -238.4% | +12.1% |
| 10Y | +200.6% | +320.8% | -120.2% | +20.6% |
| All | +1,881.2% | +1,464.4% | +416.8% | +306.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling