+79.9%
TECK vs ESI
+84.3%
-4.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | -0.9% |
| 7D | -1.2% | +1.8% | -3.0% | -2.1% |
| 30D | -5.7% | -6.6% | +0.9% | -2.5% |
| 3M | -3.6% | -9.4% | +5.8% | +0.8% |
| 6M | -2.2% | -24.1% | +21.9% | +11.6% |
| YTD | +33.6% | +37.1% | -3.6% | +6.5% |
| 1Y | +49.0% | +24.5% | +24.4% | +25.6% |
| All | +79.9% | +84.3% | -4.4% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling