+179.2%
TECK vs XYL
-15.8%
+195.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.0% | -5.3% | -5.8% |
| 7D | -4.2% | -1.2% | -3.0% | -3.6% |
| 30D | -0.4% | -13.2% | +12.8% | +7.4% |
| 3M | +10.1% | -0.2% | +10.3% | +9.3% |
| 6M | +26.0% | -12.5% | +38.5% | +34.4% |
| YTD | +38.0% | -20.9% | +58.9% | +54.3% |
| 1Y | +63.8% | -21.6% | +85.3% | +84.1% |
| 3Y | +68.5% | +16.1% | +52.4% | +53.5% |
| 5Y | +179.2% | -15.6% | +194.8% | +179.3% |
| All | +179.2% | -15.8% | +195.0% | +179.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling