+349.0%
TECK vs EME
+1,362.1%
-1,013.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | -1.5% |
| 7D | -3.8% | +3.5% | -7.4% | -5.6% |
| 30D | +0.7% | -6.3% | +7.1% | +4.0% |
| 3M | +4.6% | -3.8% | +8.4% | +5.5% |
| 6M | +25.1% | +8.5% | +16.6% | +18.4% |
| YTD | +39.2% | +27.8% | +11.4% | +20.3% |
| 1Y | +60.3% | +22.2% | +38.1% | +38.9% |
| 3Y | +62.9% | +253.5% | -190.6% | -29.5% |
| 5Y | +181.5% | +578.6% | -397.2% | -21.5% |
| All | +349.0% | +1,362.1% | -1,013.1% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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