-3.9%
EXPE vs TECK
+42.2%
-46.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +0.6% |
| 7D | -4.2% | +2.1% | -6.3% | -4.2% |
| 30D | -4.5% | -8.9% | +4.4% | -4.6% |
| 3M | -19.7% | -7.1% | -12.6% | -19.6% |
| 6M | +18.3% | -7.0% | +25.3% | +18.7% |
| YTD | -7.3% | +28.3% | -35.7% | -10.6% |
| 1Y | -3.9% | +40.6% | -44.5% | -11.3% |
| All | -3.9% | +42.2% | -46.1% | -11.3% |
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