+38.7%
EXPE vs TECK
+108.8%
-70.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | -9.5% | -0.3% | -9.2% | -9.5% |
| 30D | -6.6% | +4.6% | -11.2% | -6.5% |
| 3M | +31.4% | +2.8% | +28.5% | +31.9% |
| 6M | +35.2% | +24.9% | +10.3% | +35.3% |
| YTD | +5.8% | +44.7% | -38.9% | +4.4% |
| 1Y | +38.7% | +112.0% | -73.3% | +30.3% |
| All | +38.7% | +108.8% | -70.1% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling