+2,171.4%
TECK vs EAT
+1,715.9%
+455.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -0.3% | 0.0% | -0.4% | -0.4% |
| 30D | +4.6% | +1.9% | +2.7% | +3.6% |
| 3M | +2.8% | +68.7% | -65.8% | -14.2% |
| 6M | +24.9% | +66.9% | -42.0% | +3.0% |
| YTD | +44.7% | +60.4% | -15.7% | +20.6% |
| 1Y | +112.0% | +44.0% | +68.0% | +80.9% |
| 3Y | +67.6% | +604.7% | -537.1% | -21.1% |
| 5Y | +200.3% | +347.0% | -146.7% | +51.6% |
| 10Y | +358.2% | +390.8% | -32.5% | +75.4% |
| All | +2,171.4% | +1,715.9% | +455.5% | +346.6% |
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