+136.0%
XLC vs TECK
+156.0%
-20.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.3% |
| 7D | +3.7% | -0.4% | +4.2% | +3.8% |
| 30D | -1.9% | -7.1% | +5.2% | -0.9% |
| 3M | -3.1% | -5.5% | +2.4% | -2.6% |
| 6M | -6.4% | -9.7% | +3.3% | -5.7% |
| YTD | -6.8% | +26.3% | -33.1% | -12.3% |
| 1Y | -1.7% | +44.4% | -46.1% | -9.9% |
| 3Y | +64.7% | +70.1% | -5.4% | +42.8% |
| 5Y | +41.1% | +125.8% | -84.7% | +11.8% |
| All | +136.0% | +156.0% | -20.0% | +59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling