+101.4%
EXE vs TECK
+213.6%
-112.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.0% |
| 7D | -2.7% | +4.9% | -7.6% | -3.9% |
| 30D | -0.4% | +5.2% | -5.6% | -1.7% |
| 3M | +9.5% | +13.8% | -4.3% | +5.1% |
| 6M | -9.3% | +38.5% | -47.8% | -18.7% |
| YTD | -10.9% | +47.3% | -58.2% | -22.6% |
| 1Y | +4.3% | +81.0% | -76.7% | -15.6% |
| 3Y | +18.8% | +79.9% | -61.1% | -9.1% |
| 5Y | +101.4% | +207.9% | -106.5% | +20.3% |
| All | +101.4% | +213.6% | -112.2% | +20.3% |
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