+76.9%
TECK vs ES
+32.6%
+44.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | +4.6% | -2.0% | +6.6% | +5.0% |
| 3M | +2.8% | +1.7% | +1.2% | +2.2% |
| 6M | +24.9% | -3.5% | +28.4% | +25.3% |
| YTD | +44.7% | +7.9% | +36.8% | +42.1% |
| 1Y | +112.0% | +17.2% | +94.8% | +102.6% |
| All | +76.9% | +32.6% | +44.3% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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