+154.8%
EXPE vs TECK
+75.5%
+79.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.3% |
| 7D | -11.5% | +4.9% | -16.4% | -12.4% |
| 30D | -13.1% | +5.2% | -18.3% | -14.0% |
| 3M | +18.1% | +13.8% | +4.4% | +14.5% |
| 6M | +13.3% | +38.5% | -25.2% | +3.5% |
| YTD | -3.2% | +47.3% | -50.6% | -14.7% |
| 1Y | +26.1% | +81.0% | -54.8% | +3.2% |
| All | +154.8% | +75.5% | +79.2% | +100.9% |
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 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