+63.8%
TECK vs EXEL
+50.0%
+13.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.5% | -4.8% | -6.0% |
| 7D | -4.2% | -2.9% | -1.4% | -3.6% |
| 30D | -0.4% | +11.9% | -12.2% | -3.0% |
| 3M | +10.1% | +9.2% | +0.9% | +7.8% |
| 6M | +26.0% | +39.1% | -13.1% | +16.5% |
| YTD | +38.0% | +31.0% | +7.0% | +28.8% |
| 1Y | +63.8% | +52.3% | +11.4% | +51.0% |
| All | +63.8% | +50.0% | +13.8% | +51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling