+139.9%
XLC vs TECK
+198.8%
-58.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | -0.2% |
| 7D | -1.4% | +4.9% | -6.3% | -2.2% |
| 30D | -0.9% | +5.2% | -6.1% | -1.8% |
| 3M | -0.3% | +13.8% | -14.1% | -3.1% |
| 6M | -5.2% | +38.5% | -43.7% | -11.4% |
| YTD | -5.3% | +47.3% | -52.6% | -12.9% |
| 1Y | -2.8% | +81.0% | -83.8% | -14.3% |
| 3Y | +71.2% | +79.9% | -8.7% | +47.2% |
| 5Y | +37.6% | +207.9% | -170.3% | +3.0% |
| All | +139.9% | +198.8% | -58.9% | +57.9% |
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