+389.5%
TECK vs EXR
+144.7%
+244.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.3% | -1.7% |
| 7D | +4.9% | -3.1% | +7.9% | +5.6% |
| 30D | +5.2% | -7.5% | +12.7% | +7.0% |
| 3M | +13.8% | -7.5% | +21.3% | +15.5% |
| 6M | +38.5% | -5.2% | +43.7% | +39.7% |
| YTD | +47.3% | +6.5% | +40.8% | +44.7% |
| 1Y | +81.0% | -2.0% | +83.0% | +80.9% |
| 3Y | +79.9% | +21.5% | +58.3% | +70.3% |
| 5Y | +207.9% | -11.5% | +219.4% | +206.2% |
| 10Y | +389.5% | +148.0% | +241.5% | +354.0% |
| All | +389.5% | +144.7% | +244.7% | +354.0% |
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