+2,171.4%
TECK vs EXEL
+900.2%
+1,271.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -0.3% | +8.4% | -8.7% | -2.1% |
| 30D | +4.6% | +4.1% | +0.5% | +3.6% |
| 3M | +2.8% | +12.4% | -9.6% | +0.1% |
| 6M | +24.9% | +41.5% | -16.6% | +15.5% |
| YTD | +44.7% | +34.6% | +10.1% | +35.1% |
| 1Y | +112.0% | +57.9% | +54.1% | +90.4% |
| 3Y | +67.6% | +159.5% | -91.9% | +31.5% |
| 5Y | +200.3% | +198.5% | +1.9% | +124.1% |
| 10Y | +358.2% | +411.4% | -53.1% | +173.3% |
| All | +2,171.4% | +900.2% | +1,271.2% | +751.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling