+3.4%
EXC vs TECK
+108.8%
-105.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -0.7% | -0.3% | -0.3% | -0.7% |
| 30D | -4.6% | +4.6% | -9.3% | -4.3% |
| 3M | -2.2% | +2.8% | -5.1% | -1.7% |
| 6M | -10.6% | +24.9% | -35.5% | -9.7% |
| YTD | +1.9% | +44.7% | -42.8% | +3.0% |
| 1Y | +3.4% | +112.0% | -108.6% | +3.7% |
| All | +3.4% | +108.8% | -105.4% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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