+156.4%
EXPE vs TECK
+373.8%
-217.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.3% | +7.9% | +3.3% |
| 7D | -8.7% | -4.2% | -4.4% | -7.8% |
| 30D | -13.6% | -0.4% | -13.3% | -13.9% |
| 3M | +26.6% | +10.1% | +16.5% | +21.8% |
| 6M | +19.9% | +26.0% | -6.0% | +9.6% |
| YTD | -1.7% | +38.0% | -39.7% | -13.9% |
| 1Y | +29.4% | +63.8% | -34.3% | +7.0% |
| 3Y | +155.7% | +68.5% | +87.2% | +101.8% |
| 5Y | +93.1% | +179.2% | -86.1% | +25.3% |
| All | +156.4% | +373.8% | -217.4% | +21.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling