+349.0%
TECK vs XYL
+150.5%
+198.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -3.8% | +1.2% | -5.1% | -4.6% |
| 30D | +0.7% | -11.9% | +12.7% | +10.0% |
| 3M | +4.6% | -1.5% | +6.2% | +4.7% |
| 6M | +25.1% | -11.9% | +37.0% | +35.5% |
| YTD | +39.2% | -20.6% | +59.8% | +60.6% |
| 1Y | +60.3% | -23.5% | +83.8% | +90.0% |
| 3Y | +62.9% | +14.9% | +48.0% | +41.5% |
| 5Y | +181.5% | -15.3% | +196.8% | +197.4% |
| All | +349.0% | +150.5% | +198.6% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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