+219.0%
TECK vs EXR
+205.9%
+13.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.6% |
| 7D | +1.7% | +1.7% | -0.1% | +1.3% |
| 30D | -7.6% | +18.0% | -25.7% | -11.0% |
| 3M | -5.9% | +9.7% | -15.5% | -7.9% |
| 6M | -2.8% | +13.4% | -16.3% | -5.9% |
| YTD | +31.8% | +26.3% | +5.5% | +24.5% |
| 1Y | +49.1% | +27.6% | +21.6% | +40.5% |
| 3Y | +83.0% | +52.2% | +30.8% | +65.0% |
| 5Y | +150.6% | -1.1% | +151.7% | +141.5% |
| 10Y | +219.0% | +216.8% | +2.1% | +196.5% |
| All | +219.0% | +205.9% | +13.1% | +196.5% |
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