+159.8%
XLB vs TECK
+377.7%
-217.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -2.8% | -3.8% | +1.0% | -2.0% |
| 30D | -3.1% | +0.7% | -3.8% | -3.4% |
| 3M | -0.2% | +4.6% | -4.8% | -1.8% |
| 6M | +3.1% | +25.1% | -22.1% | -3.7% |
| YTD | +13.3% | +39.2% | -25.9% | +2.6% |
| 1Y | +12.0% | +60.3% | -48.3% | -2.6% |
| 3Y | +31.4% | +62.9% | -31.5% | +10.2% |
| 5Y | +33.9% | +181.5% | -147.5% | -6.1% |
| All | +159.8% | +377.7% | -217.9% | +48.0% |
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