+49.1%
TECK vs EXR
+26.0%
+23.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -11.6% |
| 3M | -5.9% | +9.7% | -15.5% | -8.1% |
| 6M | -2.8% | +13.4% | -16.3% | -7.7% |
| YTD | +31.8% | +26.3% | +5.5% | +18.0% |
| 1Y | +49.1% | +27.6% | +21.6% | +33.6% |
| All | +49.1% | +26.0% | +23.1% | +33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling