+81.0%
TECK vs EXR
-2.8%
+83.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.3% | -1.5% |
| 7D | +4.9% | -3.1% | +7.9% | +5.9% |
| 30D | +5.2% | -7.5% | +12.7% | +7.5% |
| 3M | +13.8% | -7.5% | +21.3% | +15.6% |
| 6M | +38.5% | -5.2% | +43.7% | +36.8% |
| YTD | +47.3% | +6.5% | +40.8% | +39.2% |
| 1Y | +81.0% | -2.0% | +83.0% | +72.5% |
| All | +81.0% | -2.8% | +83.8% | +72.5% |
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 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