+207.2%
TECK vs ET
+1,447.8%
-1,240.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.7% |
| 7D | +4.9% | +0.6% | +4.2% | +4.5% |
| 30D | +5.2% | +5.3% | -0.1% | +1.9% |
| 3M | +13.8% | +15.6% | -1.9% | +3.8% |
| 6M | +38.5% | +20.6% | +17.9% | +22.5% |
| YTD | +47.3% | +38.5% | +8.8% | +19.8% |
| 1Y | +81.0% | +35.7% | +45.3% | +48.8% |
| 3Y | +79.9% | +98.4% | -18.5% | +17.8% |
| 5Y | +207.9% | +245.3% | -37.4% | +47.3% |
| 10Y | +389.5% | +173.7% | +215.7% | +135.1% |
| All | +207.2% | +1,447.8% | -1,240.6% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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