+120.8%
EXPE vs TECK
+74.1%
+46.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.8% |
| 7D | -0.5% | -0.4% | 0.0% | -0.5% |
| 30D | -6.1% | -7.1% | +1.0% | -4.6% |
| 3M | -21.3% | -5.5% | -15.8% | -20.6% |
| 6M | +19.0% | -9.7% | +28.7% | +20.5% |
| YTD | -8.4% | +26.3% | -34.7% | -17.2% |
| 1Y | -2.8% | +44.4% | -47.2% | -16.1% |
| 3Y | +120.8% | +70.1% | +50.7% | +73.4% |
| All | +120.8% | +74.1% | +46.7% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling