+581.6%
EXC vs TECK
+2,171.4%
-1,589.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | -3.7% | +4.6% | -8.3% | -4.3% |
| 3M | -1.3% | +2.8% | -4.1% | -2.1% |
| 6M | -9.7% | +24.9% | -34.6% | -13.0% |
| YTD | +2.9% | +44.7% | -41.9% | -3.1% |
| 1Y | +4.4% | +112.0% | -107.6% | -6.7% |
| 3Y | +22.2% | +67.6% | -45.4% | +9.9% |
| 5Y | +46.7% | +200.3% | -153.6% | +18.2% |
| 10Y | +155.3% | +358.2% | -202.9% | +76.7% |
| All | +581.6% | +2,171.4% | -1,589.8% | +244.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling