+157.5%
TECK vs ESI
+198.2%
-40.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | -0.4% | +5.5% | -6.0% | -3.3% |
| 30D | -7.1% | -7.8% | +0.6% | -3.1% |
| 3M | -5.5% | -15.0% | +9.5% | +2.7% |
| 6M | -9.7% | -24.9% | +15.2% | +4.1% |
| YTD | +26.3% | +33.2% | -7.0% | +3.5% |
| 1Y | +44.4% | +24.9% | +19.4% | +22.5% |
| 3Y | +70.1% | +77.8% | -7.7% | +15.5% |
| 5Y | +125.8% | +37.1% | +88.6% | +73.5% |
| 10Y | +200.6% | +320.5% | -119.9% | +14.6% |
| All | +157.5% | +198.2% | -40.7% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling