+171.0%
TECK vs XYL
+466.0%
-295.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +1.9% |
| 7D | +7.8% | +1.8% | +6.0% | +6.3% |
| 30D | +8.3% | -9.2% | +17.5% | +16.3% |
| 3M | +16.1% | -0.3% | +16.3% | +15.1% |
| 6M | +42.9% | -11.0% | +53.8% | +54.2% |
| YTD | +50.8% | -19.2% | +70.0% | +73.4% |
| 1Y | +106.1% | -21.2% | +127.3% | +141.3% |
| 3Y | +84.0% | +18.6% | +65.4% | +54.1% |
| 5Y | +223.5% | -14.3% | +237.8% | +235.4% |
| 10Y | +378.1% | +141.0% | +237.1% | +101.7% |
| All | +171.0% | +466.0% | -295.0% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling