+205.5%
TECK vs EXPD
+322.8%
-117.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +2.1% |
| 7D | -0.2% | -7.2% | +6.9% | +3.7% |
| 30D | -7.5% | -3.3% | -4.3% | -6.0% |
| 3M | -8.4% | +3.4% | -11.8% | -10.4% |
| 6M | -2.2% | +22.7% | -24.9% | -13.0% |
| YTD | +26.8% | +24.5% | +2.3% | +9.8% |
| 1Y | +46.5% | +38.6% | +7.9% | +19.1% |
| 3Y | +69.0% | +71.5% | -2.5% | +16.9% |
| 5Y | +138.8% | +56.2% | +82.5% | +69.7% |
| All | +205.5% | +322.8% | -117.3% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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