+207.9%
TECK vs EXEL
+194.6%
+13.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.5% |
| 7D | +4.9% | -0.3% | +5.2% | +4.9% |
| 30D | +5.2% | +10.1% | -5.0% | +3.4% |
| 3M | +13.8% | +10.1% | +3.7% | +11.8% |
| 6M | +38.5% | +37.7% | +0.8% | +30.7% |
| YTD | +47.3% | +33.1% | +14.3% | +39.7% |
| 1Y | +81.0% | +52.4% | +28.6% | +67.7% |
| 3Y | +79.9% | +163.8% | -84.0% | +48.9% |
| 5Y | +207.9% | +198.5% | +9.3% | +146.2% |
| All | +207.9% | +194.6% | +13.3% | +146.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling