+349.0%
TECK vs XLRE
+89.0%
+260.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.2% |
| 7D | -3.8% | -1.2% | -2.7% | -3.0% |
| 30D | +0.7% | -2.4% | +3.1% | +2.5% |
| 3M | +4.6% | -2.5% | +7.1% | +6.0% |
| 6M | +25.1% | +4.0% | +21.1% | +21.2% |
| YTD | +39.2% | +9.3% | +29.9% | +29.9% |
| 1Y | +60.3% | +5.6% | +54.7% | +53.2% |
| 3Y | +62.9% | +31.3% | +31.6% | +32.6% |
| 5Y | +181.5% | +9.5% | +171.9% | +157.1% |
| All | +349.0% | +89.0% | +260.0% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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