+57.5%
TECK vs EOSE
-85.5%
+143.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +12.6% | -8.3% | +2.4% |
| 7D | +2.3% | +9.7% | -7.5% | +0.7% |
| 30D | -5.0% | -34.6% | +29.5% | +0.3% |
| 3M | -0.3% | -50.8% | +50.5% | +8.9% |
| 6M | +13.9% | -66.5% | +80.3% | +30.3% |
| YTD | +35.2% | -81.3% | +116.5% | +60.2% |
| 1Y | +57.5% | -84.8% | +142.4% | +89.1% |
| All | +57.5% | -85.5% | +143.0% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling