+72.5%
TECK vs XYL
+16.4%
+56.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.6% |
| 7D | +4.9% | +0.8% | +4.0% | +4.4% |
| 30D | +5.2% | -10.8% | +16.0% | +12.5% |
| 3M | +13.8% | -2.5% | +16.3% | +14.1% |
| 6M | +38.5% | -12.2% | +50.7% | +48.2% |
| YTD | +47.3% | -20.1% | +67.4% | +65.3% |
| 1Y | +81.0% | -20.6% | +101.6% | +104.1% |
| All | +72.5% | +16.4% | +56.0% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling