+2,028.7%
TECK vs ES
+870.6%
+1,158.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.5% | +7.5% | +7.2% |
| 7D | +3.1% | -0.1% | +3.2% | +3.0% |
| 30D | -5.0% | +5.7% | -10.7% | -8.0% |
| 3M | -2.6% | -2.8% | +0.2% | -1.6% |
| 6M | 0.0% | +7.0% | -7.0% | -4.6% |
| YTD | +35.6% | +6.8% | +28.9% | +29.4% |
| 1Y | +58.1% | -0.5% | +58.6% | +55.1% |
| 3Y | +93.3% | +47.2% | +46.2% | +47.2% |
| 5Y | +153.7% | +2.3% | +151.5% | +130.9% |
| 10Y | +226.7% | +85.6% | +141.1% | +59.6% |
| All | +2,028.7% | +870.6% | +1,158.1% | +273.9% |
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