+60.3%
TECK vs XME
+34.9%
+25.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.7% |
| 7D | -3.8% | -4.2% | +0.4% | -0.1% |
| 30D | +0.7% | -2.7% | +3.4% | +3.0% |
| 3M | +4.6% | -3.9% | +8.5% | +7.7% |
| 6M | +25.1% | -1.0% | +26.1% | +26.1% |
| YTD | +39.2% | +9.8% | +29.4% | +31.4% |
| 1Y | +60.3% | +32.5% | +27.8% | +41.3% |
| All | +60.3% | +34.9% | +25.5% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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