+200.1%
EXC vs TECK
+218.8%
-18.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -1.4% | -1.2% | -0.1% | -1.3% |
| 30D | +8.3% | -5.7% | +14.0% | +8.7% |
| 3M | +2.6% | -3.6% | +6.2% | +2.7% |
| 6M | +5.2% | -2.2% | +7.4% | +4.8% |
| YTD | +7.5% | +33.6% | -26.0% | +3.4% |
| 1Y | +3.2% | +49.0% | -45.8% | -1.9% |
| 3Y | +29.5% | +85.4% | -55.9% | +17.7% |
| 5Y | +39.7% | +138.5% | -98.9% | +19.6% |
| 10Y | +200.1% | +218.0% | -17.9% | +109.2% |
| All | +200.1% | +218.8% | -18.7% | +109.2% |
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