+834.1%
TECK vs EXR
+3,095.3%
-2,261.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -1.2% | -1.1% | -0.1% | -0.6% |
| 30D | -5.7% | +18.8% | -24.5% | -13.6% |
| 3M | -3.6% | +9.9% | -13.5% | -8.3% |
| 6M | -2.2% | +12.6% | -14.8% | -8.7% |
| YTD | +33.6% | +26.5% | +7.1% | +17.3% |
| 1Y | +49.0% | +24.5% | +24.5% | +31.8% |
| 3Y | +85.4% | +52.4% | +33.0% | +42.6% |
| 5Y | +138.5% | -1.5% | +140.0% | +120.3% |
| 10Y | +218.0% | +216.0% | +2.0% | +33.2% |
| All | +834.1% | +3,095.3% | -2,261.3% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling