+112.0%
TECK vs ESTC
+7.3%
+104.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +0.3% |
| 7D | -0.3% | -8.1% | +7.8% | -0.7% |
| 30D | +4.6% | +31.7% | -27.1% | +5.7% |
| 3M | +2.8% | +41.1% | -38.2% | +4.4% |
| 6M | +24.9% | +77.1% | -52.2% | +28.0% |
| YTD | +44.7% | +21.7% | +23.0% | +47.2% |
| 1Y | +112.0% | +8.4% | +103.6% | +120.3% |
| All | +112.0% | +7.3% | +104.7% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling