+458.7%
TECK vs EOSE
-58.6%
+517.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -1.9% |
| 7D | +4.9% | +15.0% | -10.1% | +3.4% |
| 30D | +5.2% | +2.5% | +2.7% | +4.5% |
| 3M | +13.8% | -33.7% | +47.5% | +17.2% |
| 6M | +38.5% | -32.7% | +71.2% | +41.1% |
| YTD | +47.3% | -63.8% | +111.1% | +56.0% |
| 1Y | +81.0% | -40.5% | +121.5% | +80.6% |
| 3Y | +79.9% | +50.4% | +29.5% | +51.7% |
| 5Y | +207.9% | -68.6% | +276.4% | +166.5% |
| All | +458.7% | -58.6% | +517.3% | +405.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling