+736.5%
EXPE vs TECK
+332.6%
+403.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +1.5% |
| 7D | -4.2% | +2.1% | -6.3% | -4.8% |
| 30D | -4.5% | -8.9% | +4.4% | -2.3% |
| 3M | -19.7% | -7.1% | -12.6% | -18.5% |
| 6M | +18.3% | -7.0% | +25.3% | +18.8% |
| YTD | -7.3% | +28.3% | -35.7% | -16.0% |
| 1Y | -3.9% | +40.6% | -44.5% | -15.0% |
| 3Y | +123.0% | +78.2% | +44.8% | +80.6% |
| 5Y | +47.9% | +129.5% | -81.6% | +8.5% |
| 10Y | +126.5% | +205.6% | -79.1% | +36.1% |
| All | +736.5% | +332.6% | +403.9% | +221.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling