-5.8%
XLC vs TECK
+59.3%
-65.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.3% | -0.8% | +3.2% |
| 7D | +1.8% | +2.3% | -0.5% | +1.6% |
| 30D | -6.0% | -5.0% | -0.9% | -5.7% |
| 3M | -6.0% | -0.3% | -5.7% | -6.1% |
| 6M | -9.1% | +13.9% | -22.9% | -10.5% |
| YTD | -10.0% | +35.2% | -45.2% | -14.2% |
| 1Y | -5.8% | +57.5% | -63.4% | -12.8% |
| All | -5.8% | +59.3% | -65.1% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling