+147.8%
XEL vs TECK
+377.7%
-229.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -0.3% | -3.8% | +3.6% | -0.2% |
| 30D | -3.9% | +0.7% | -4.7% | -4.0% |
| 3M | -2.8% | +4.6% | -7.4% | -3.1% |
| 6M | -5.4% | +25.1% | -30.5% | -6.4% |
| YTD | +3.8% | +39.2% | -35.4% | +2.1% |
| 1Y | +6.8% | +60.3% | -53.5% | +4.5% |
| 3Y | +45.6% | +62.9% | -17.3% | +41.2% |
| 5Y | +30.7% | +181.5% | -150.8% | +23.1% |
| All | +147.8% | +377.7% | -229.9% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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