+60.3%
TECK vs XLRE
+7.1%
+53.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.5% |
| 7D | -3.8% | -1.2% | -2.7% | -3.4% |
| 30D | +0.7% | -2.4% | +3.1% | +1.7% |
| 3M | +4.6% | -2.5% | +7.1% | +5.1% |
| 6M | +25.1% | +4.0% | +21.1% | +19.7% |
| YTD | +39.2% | +9.3% | +29.9% | +30.8% |
| 1Y | +60.3% | +5.6% | +54.7% | +48.1% |
| All | +60.3% | +7.1% | +53.2% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling