+196.9%
TECK vs EXEL
+320.7%
-123.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | -7.1% | +13.1% | -20.2% | -9.5% |
| 3M | -5.5% | +36.3% | -41.8% | -11.5% |
| 6M | -9.7% | +34.5% | -44.2% | -15.5% |
| YTD | +26.3% | +57.4% | -31.2% | +14.1% |
| 1Y | +44.4% | +62.9% | -18.6% | +29.5% |
| 3Y | +70.1% | +229.5% | -159.4% | +27.3% |
| 5Y | +125.8% | +281.2% | -155.4% | +60.3% |
| All | +196.9% | +320.7% | -123.8% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling