+27.4%
EXPE vs TECK
+76.8%
-49.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.8% |
| 7D | -11.5% | +4.9% | -16.4% | -11.4% |
| 30D | -13.1% | +5.2% | -18.3% | -12.9% |
| 3M | +18.1% | +13.8% | +4.4% | +18.9% |
| 6M | +13.3% | +38.5% | -25.2% | +13.6% |
| YTD | -3.2% | +47.3% | -50.6% | -5.2% |
| All | +27.4% | +76.8% | -49.3% | +17.9% |
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