+2,171.4%
TECK vs ED
+725.7%
+1,445.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.0% |
| 7D | -0.3% | -0.2% | -0.2% | -0.3% |
| 30D | +4.6% | -0.1% | +4.8% | +4.6% |
| 3M | +2.8% | +3.9% | -1.1% | +0.5% |
| 6M | +24.9% | -3.0% | +27.9% | +25.5% |
| YTD | +44.7% | +10.7% | +34.1% | +36.8% |
| 1Y | +112.0% | +13.3% | +98.6% | +97.2% |
| 3Y | +67.6% | +34.5% | +33.1% | +38.7% |
| 5Y | +200.3% | +67.1% | +133.2% | +116.6% |
| 10Y | +358.2% | +103.0% | +255.2% | +150.5% |
| All | +2,171.4% | +725.7% | +1,445.7% | +414.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling