+195.2%
TECK vs ESI
+224.6%
-29.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -1.2% |
| 7D | -0.3% | +3.3% | -3.7% | -2.2% |
| 30D | +4.6% | -5.9% | +10.5% | +7.8% |
| 3M | +2.8% | -14.1% | +16.9% | +10.6% |
| 6M | +24.9% | +6.6% | +18.3% | +17.7% |
| YTD | +44.7% | +45.0% | -0.3% | +13.8% |
| 1Y | +112.0% | +41.5% | +70.5% | +67.7% |
| 3Y | +67.6% | +78.8% | -11.2% | +13.9% |
| 5Y | +200.3% | +70.9% | +129.5% | +103.2% |
| 10Y | +358.2% | +317.1% | +41.1% | +73.9% |
| All | +195.2% | +224.6% | -29.4% | +41.3% |
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 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