+954.4%
TECK vs EXR
+2,660.5%
-1,706.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | +7.8% | -0.7% | +8.4% | +8.1% |
| 30D | +8.3% | -6.9% | +15.2% | +12.2% |
| 3M | +16.1% | -3.0% | +19.1% | +17.0% |
| 6M | +42.9% | -2.9% | +45.8% | +44.1% |
| YTD | +50.8% | +9.3% | +41.5% | +42.8% |
| 1Y | +106.1% | -0.9% | +107.0% | +104.3% |
| 3Y | +84.0% | +24.7% | +59.3% | +56.3% |
| 5Y | +223.5% | -11.7% | +235.2% | +214.6% |
| 10Y | +378.1% | +148.4% | +229.7% | +127.9% |
| All | +954.4% | +2,660.5% | -1,706.1% | +32.0% |
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 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