+61.6%
TECK vs EME
+237.6%
-176.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.8% | -5.5% | -6.0% |
| 7D | -4.2% | +0.9% | -5.2% | -4.6% |
| 30D | -0.4% | -8.4% | +8.0% | +3.1% |
| 3M | +10.1% | -3.6% | +13.8% | +10.9% |
| 6M | +26.0% | +3.6% | +22.4% | +23.8% |
| YTD | +38.0% | +22.5% | +15.5% | +27.7% |
| 1Y | +63.8% | +18.2% | +45.6% | +51.0% |
| All | +61.6% | +237.6% | -176.1% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling