+345.4%
TECK vs ED
+109.0%
+236.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.7% | -5.6% | -6.3% |
| 7D | -4.2% | -1.9% | -2.4% | -4.2% |
| 30D | -0.4% | +0.1% | -0.5% | -0.4% |
| 3M | +10.1% | 0.0% | +10.1% | +10.1% |
| 6M | +26.0% | -2.5% | +28.5% | +26.0% |
| YTD | +38.0% | +10.1% | +27.9% | +37.1% |
| 1Y | +63.8% | +13.6% | +50.2% | +62.1% |
| 3Y | +68.5% | +32.4% | +36.1% | +62.6% |
| 5Y | +179.2% | +69.9% | +109.3% | +164.4% |
| All | +345.4% | +109.0% | +236.3% | +311.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ED 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling