+1,223.9%
XEL vs TECK
+2,212.2%
-988.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.8% |
| 7D | +0.9% | +4.9% | -4.0% | +0.6% |
| 30D | -0.9% | +5.2% | -6.1% | -1.2% |
| 3M | -1.4% | +13.8% | -15.2% | -2.3% |
| 6M | -5.8% | +38.5% | -44.3% | -7.9% |
| YTD | +4.7% | +47.3% | -42.6% | +1.9% |
| 1Y | +9.1% | +81.0% | -71.9% | +4.8% |
| 3Y | +47.8% | +79.9% | -32.0% | +40.7% |
| 5Y | +29.0% | +207.9% | -178.9% | +17.3% |
| 10Y | +154.0% | +389.5% | -235.5% | +113.6% |
| All | +1,223.9% | +2,212.2% | -988.3% | +1,559.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling