+196.9%
TECK vs EXR
+216.3%
-19.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -0.4% | -0.4% | 0.0% | -0.3% |
| 30D | -7.1% | +18.2% | -25.3% | -10.6% |
| 3M | -5.5% | +7.3% | -12.8% | -7.0% |
| 6M | -9.7% | +13.8% | -23.5% | -12.6% |
| YTD | +26.3% | +25.9% | +0.3% | +19.4% |
| 1Y | +44.4% | +25.8% | +18.6% | +36.5% |
| 3Y | +70.1% | +53.7% | +16.4% | +53.1% |
| 5Y | +125.8% | -1.8% | +127.5% | +117.9% |
| All | +196.9% | +216.3% | -19.4% | +176.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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