+31.0%
XLB vs TECK
+148.6%
-117.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | -1.6% | -1.2% | -0.4% | -1.4% |
| 30D | +7.2% | -5.7% | +13.0% | +8.5% |
| 3M | 0.0% | -3.6% | +3.6% | +0.4% |
| 6M | +2.3% | -2.2% | +4.5% | +1.7% |
| YTD | +18.4% | +33.6% | -15.1% | +7.7% |
| 1Y | +23.3% | +49.0% | -25.6% | +8.9% |
| 3Y | +45.2% | +85.4% | -40.2% | +16.7% |
| 5Y | +31.0% | +138.5% | -107.6% | -6.4% |
| All | +31.0% | +148.6% | -117.7% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling