+2,171.4%
TECK vs EL
+810.9%
+1,360.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | -1.2% |
| 7D | -0.3% | +0.8% | -1.1% | -0.8% |
| 30D | +4.6% | +19.8% | -15.2% | -6.0% |
| 3M | +2.8% | +25.7% | -22.9% | -10.4% |
| 6M | +24.9% | +5.4% | +19.4% | +17.1% |
| YTD | +44.7% | +0.2% | +44.5% | +36.6% |
| 1Y | +112.0% | +20.4% | +91.5% | +77.7% |
| 3Y | +67.6% | -32.1% | +99.7% | +72.5% |
| 5Y | +200.3% | -67.2% | +267.5% | +362.7% |
| 10Y | +358.2% | +31.7% | +326.5% | +160.4% |
| All | +2,171.4% | +810.9% | +1,360.5% | +314.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling