+2,171.4%
TECK vs ES
+880.8%
+1,290.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | -0.3% | +0.3% | -0.6% | -0.5% |
| 30D | +4.6% | -2.0% | +6.6% | +5.5% |
| 3M | +2.8% | +1.7% | +1.2% | +1.3% |
| 6M | +24.9% | -3.5% | +28.4% | +26.4% |
| YTD | +44.7% | +7.9% | +36.8% | +37.8% |
| 1Y | +112.0% | +17.2% | +94.8% | +90.7% |
| 3Y | +67.6% | +29.3% | +38.3% | +37.3% |
| 5Y | +200.3% | -5.7% | +206.1% | +186.6% |
| 10Y | +358.2% | +85.2% | +273.0% | +126.2% |
| All | +2,171.4% | +880.8% | +1,290.6% | +298.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling