+84.0%
TECK vs ESTC
+11.7%
+72.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.7% | +7.8% | +4.6% |
| 7D | +7.8% | -4.3% | +12.1% | +8.2% |
| 30D | +8.3% | +17.7% | -9.4% | +5.7% |
| 3M | +16.1% | +42.3% | -26.2% | +10.3% |
| 6M | +42.9% | +64.6% | -21.7% | +32.6% |
| YTD | +50.8% | +17.2% | +33.6% | +46.6% |
| 1Y | +106.1% | -4.2% | +110.3% | +106.2% |
| 3Y | +84.0% | +13.5% | +70.5% | +76.2% |
| All | +84.0% | +11.7% | +72.3% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling