+345.4%
TECK vs ESI
+310.7%
+34.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.5% | -1.8% | -3.7% |
| 7D | -4.2% | -2.3% | -1.9% | -2.9% |
| 30D | -0.4% | -9.0% | +8.7% | +4.9% |
| 3M | +10.1% | -13.3% | +23.4% | +18.0% |
| 6M | +26.0% | +5.3% | +20.7% | +19.4% |
| YTD | +38.0% | +37.6% | +0.4% | +10.9% |
| 1Y | +63.8% | +33.6% | +30.2% | +33.0% |
| 3Y | +68.5% | +75.8% | -7.3% | +13.7% |
| 5Y | +179.2% | +68.6% | +110.6% | +86.7% |
| All | +345.4% | +310.7% | +34.7% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ESI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling