+761.2%
XLB vs TECK
+2,171.4%
-1,410.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.4% | -0.3% | -1.0% | -1.3% |
| 30D | -0.4% | +4.6% | -5.0% | -1.5% |
| 3M | +2.0% | +2.8% | -0.9% | +0.7% |
| 6M | +1.8% | +24.9% | -23.1% | -4.6% |
| YTD | +16.6% | +44.7% | -28.2% | +4.9% |
| 1Y | +16.9% | +112.0% | -95.0% | -4.9% |
| 3Y | +32.6% | +67.6% | -35.0% | +11.0% |
| 5Y | +35.6% | +200.3% | -164.7% | -5.6% |
| 10Y | +160.0% | +358.2% | -198.2% | +43.5% |
| All | +761.2% | +2,171.4% | -1,410.2% | +258.0% |
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 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