+32.5%
XLB vs TECK
+75.5%
-43.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.5% |
| 7D | -2.9% | +4.9% | -7.8% | -4.1% |
| 30D | -3.4% | +5.2% | -8.6% | -4.6% |
| 3M | +1.6% | +13.8% | -12.2% | -2.0% |
| 6M | +3.6% | +38.5% | -34.8% | -5.3% |
| YTD | +14.2% | +47.3% | -33.1% | +2.3% |
| 1Y | +15.6% | +81.0% | -65.4% | -2.1% |
| All | +32.5% | +75.5% | -43.0% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling