+160.8%
EXC vs TECK
+372.8%
-212.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | +0.3% | +4.9% | -4.5% | -0.1% |
| 30D | -0.9% | +5.2% | -6.1% | -1.3% |
| 3M | -2.7% | +13.8% | -16.5% | -4.0% |
| 6M | -9.4% | +38.5% | -47.9% | -12.6% |
| YTD | +3.0% | +47.3% | -44.3% | -1.6% |
| 1Y | +5.1% | +81.0% | -75.9% | -1.9% |
| 3Y | +20.6% | +79.9% | -59.3% | +10.2% |
| 5Y | +45.7% | +207.9% | -162.2% | +21.0% |
| 10Y | +160.8% | +389.5% | -228.7% | +71.8% |
| All | +160.8% | +372.8% | -212.0% | +71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling