+46.2%
EXC vs TECK
+207.5%
-161.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.4% | +0.6% |
| 7D | +1.2% | +7.8% | -6.5% | +1.0% |
| 30D | -2.7% | +8.3% | -11.0% | -2.9% |
| 3M | -1.0% | +16.1% | -17.0% | -1.4% |
| 6M | -9.3% | +42.9% | -52.1% | -10.6% |
| YTD | +3.6% | +50.8% | -47.1% | +1.6% |
| 1Y | +5.9% | +106.1% | -100.2% | +2.1% |
| 3Y | +21.3% | +84.0% | -62.7% | +16.0% |
| 5Y | +46.2% | +223.5% | -177.3% | +35.7% |
| All | +46.2% | +207.5% | -161.3% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling