+152.4%
EXPE vs TECK
+405.7%
-253.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.1% |
| 7D | -11.5% | +4.9% | -16.4% | -12.8% |
| 30D | -13.1% | +5.2% | -18.3% | -14.5% |
| 3M | +18.1% | +13.8% | +4.4% | +12.8% |
| 6M | +13.3% | +38.5% | -25.2% | +0.8% |
| YTD | -3.2% | +47.3% | -50.6% | -16.7% |
| 1Y | +26.1% | +81.0% | -54.8% | +1.4% |
| 3Y | +151.7% | +79.9% | +71.8% | +95.3% |
| 5Y | +88.3% | +207.9% | -119.5% | +19.0% |
| All | +152.4% | +405.7% | -253.3% | +17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling