+349.0%
TECK vs XPO
+1,516.3%
-1,167.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -3.8% | -5.7% | +1.8% | -2.0% |
| 30D | +0.7% | -12.8% | +13.6% | +5.2% |
| 3M | +4.6% | -20.0% | +24.6% | +12.1% |
| 6M | +25.1% | -6.0% | +31.2% | +26.9% |
| YTD | +39.2% | +34.0% | +5.1% | +24.6% |
| 1Y | +60.3% | +35.6% | +24.8% | +41.6% |
| 3Y | +62.9% | +152.3% | -89.4% | +9.3% |
| 5Y | +181.5% | +264.4% | -82.9% | +54.8% |
| All | +349.0% | +1,516.3% | -1,167.3% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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