+179.2%
TECK vs EFV
+94.1%
+85.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.3% | -6.0% | -5.8% |
| 7D | -4.2% | -2.0% | -2.2% | -1.0% |
| 30D | -0.4% | -0.2% | -0.2% | 0.0% |
| 3M | +10.1% | +9.1% | +1.0% | -4.1% |
| 6M | +26.0% | +11.7% | +14.3% | +6.9% |
| YTD | +38.0% | +17.0% | +21.0% | +9.2% |
| 1Y | +63.8% | +26.7% | +37.1% | +14.6% |
| 3Y | +68.5% | +90.2% | -21.6% | -36.7% |
| 5Y | +179.2% | +96.1% | +83.1% | +1.2% |
| All | +179.2% | +94.1% | +85.1% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 5y: compounded portfolio wealth divided by compounded EFV 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…
5y analysis · Full analysis span regression · 6 months rolling