-1.7%
XLC vs TECK
+38.3%
-40.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | +3.7% | -0.4% | +4.2% | +3.7% |
| 30D | -1.9% | -7.1% | +5.2% | -1.5% |
| 3M | -3.1% | -5.5% | +2.4% | -2.9% |
| 6M | -6.4% | -9.7% | +3.3% | -5.6% |
| YTD | -6.8% | +26.3% | -33.1% | -10.2% |
| 1Y | -1.7% | +44.4% | -46.1% | -6.8% |
| All | -1.7% | +38.3% | -40.0% | -6.8% |
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