+196.9%
TECK vs EL
+62.2%
+134.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -2.1% |
| 7D | -0.4% | +1.5% | -2.0% | -1.0% |
| 30D | -7.1% | +10.0% | -17.1% | -10.8% |
| 3M | -5.5% | +28.4% | -33.9% | -15.3% |
| 6M | -9.7% | +37.1% | -46.8% | -22.1% |
| YTD | +26.3% | +7.8% | +18.4% | +17.6% |
| 1Y | +44.4% | +26.0% | +18.3% | +25.0% |
| 3Y | +70.1% | +3.8% | +66.2% | +46.0% |
| 5Y | +125.8% | -65.2% | +191.0% | +237.1% |
| All | +196.9% | +62.2% | +134.7% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling