+192.7%
TECK vs XME
+170.7%
+22.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | +0.2% |
| 7D | -0.4% | +0.3% | -0.8% | -0.7% |
| 30D | -7.1% | -6.1% | -1.0% | -0.2% |
| 3M | -5.5% | -18.6% | +13.2% | +18.6% |
| 6M | -9.7% | -23.9% | +14.2% | +22.0% |
| YTD | +26.3% | -9.3% | +35.6% | +38.4% |
| 1Y | +44.4% | +1.8% | +42.6% | +38.1% |
| 3Y | +70.1% | +93.0% | -22.9% | -24.1% |
| 5Y | +125.8% | +107.0% | +18.8% | -8.4% |
| 10Y | +200.6% | +266.9% | -66.3% | -37.8% |
| All | +192.7% | +170.7% | +22.0% | +15.9% |
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