+91.1%
EXPE vs TECK
+207.5%
-116.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.2% | -12.0% | -8.9% |
| 7D | -9.8% | +7.8% | -17.5% | -11.6% |
| 30D | -11.5% | +8.3% | -19.8% | -13.5% |
| 3M | +21.7% | +16.1% | +5.6% | +16.1% |
| 6M | +10.4% | +42.9% | -32.5% | -2.1% |
| YTD | -2.5% | +50.8% | -53.3% | -16.4% |
| 1Y | +27.3% | +106.1% | -78.7% | -2.3% |
| 3Y | +153.5% | +84.0% | +69.5% | +92.8% |
| 5Y | +91.1% | +223.5% | -132.4% | +20.0% |
| All | +91.1% | +207.5% | -116.4% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling