+235.5%
TECK vs XME
+242.3%
-6.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.2% |
| 7D | -0.3% | -0.1% | -0.2% | -0.4% |
| 30D | +4.6% | +6.0% | -1.4% | -2.9% |
| 3M | +2.8% | -7.7% | +10.6% | +12.0% |
| 6M | +24.9% | +1.0% | +23.9% | +22.8% |
| YTD | +44.7% | +14.6% | +30.1% | +21.8% |
| 1Y | +112.0% | +46.0% | +66.0% | +32.5% |
| 3Y | +67.6% | +127.0% | -59.4% | -37.6% |
| 5Y | +200.3% | +175.8% | +24.5% | -12.2% |
| 10Y | +358.2% | +414.6% | -56.4% | -36.5% |
| All | +235.5% | +242.3% | -6.8% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling