+141.3%
XLC vs TECK
+179.9%
-38.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.3% | +6.9% | +1.7% |
| 7D | -1.7% | -4.2% | +2.6% | -1.0% |
| 30D | +0.2% | -0.4% | +0.6% | +0.1% |
| 3M | +0.7% | +10.1% | -9.4% | -1.6% |
| 6M | -4.5% | +26.0% | -30.5% | -9.3% |
| YTD | -4.7% | +38.0% | -42.8% | -11.5% |
| 1Y | -1.5% | +63.8% | -65.3% | -11.6% |
| 3Y | +72.2% | +68.5% | +3.7% | +49.7% |
| 5Y | +39.3% | +179.2% | -139.9% | +6.1% |
| All | +141.3% | +179.9% | -38.6% | +60.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling