+172.4%
TECK vs ESI
+207.0%
-34.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.4% |
| 3M | -3.6% | -9.4% | +5.8% | +0.9% |
| 6M | -2.2% | -24.1% | +21.9% | +12.0% |
| YTD | +33.6% | +37.1% | -3.6% | +7.7% |
| 1Y | +49.0% | +24.5% | +24.4% | +26.6% |
| 3Y | +85.4% | +83.2% | +2.2% | +23.8% |
| 5Y | +138.5% | +44.0% | +94.6% | +78.2% |
| 10Y | +218.0% | +332.8% | -114.9% | +19.2% |
| All | +172.4% | +207.0% | -34.5% | +33.8% |
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