+80.3%
EXE vs TECK
+130.0%
-49.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.2% |
| 7D | +5.3% | -0.4% | +5.8% | +5.3% |
| 30D | -2.2% | -7.1% | +4.9% | -0.9% |
| 3M | -5.9% | -5.5% | -0.4% | -5.4% |
| 6M | -5.7% | -9.7% | +4.0% | -5.1% |
| YTD | -17.8% | +26.3% | -44.1% | -26.4% |
| 1Y | -23.1% | +44.4% | -67.5% | -34.1% |
| 3Y | +21.2% | +70.1% | -48.9% | -7.6% |
| All | +80.3% | +130.0% | -49.7% | +8.3% |
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 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