+1,995.8%
TECK vs EXPD
+1,595.9%
+399.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.5% | -0.4% |
| 7D | -1.2% | -1.6% | +0.3% | -0.1% |
| 30D | -5.7% | +0.6% | -6.3% | -6.1% |
| 3M | -3.6% | +9.8% | -13.4% | -9.3% |
| 6M | -2.2% | +25.8% | -28.0% | -15.7% |
| YTD | +33.6% | +31.3% | +2.3% | +9.8% |
| 1Y | +49.0% | +40.9% | +8.0% | +17.1% |
| 3Y | +85.4% | +74.7% | +10.7% | +22.9% |
| 5Y | +138.5% | +62.9% | +75.6% | +59.2% |
| 10Y | +218.0% | +334.3% | -116.4% | +10.2% |
| All | +1,995.8% | +1,595.9% | +399.8% | +464.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling