+133.6%
XLC vs TECK
+160.3%
-26.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.3% |
| 7D | +3.1% | +2.1% | +0.9% | +2.7% |
| 30D | -4.2% | -8.9% | +4.7% | -2.8% |
| 3M | -2.1% | -7.1% | +5.0% | -1.3% |
| 6M | -6.6% | -7.0% | +0.4% | -6.4% |
| YTD | -7.8% | +28.3% | -36.1% | -13.5% |
| 1Y | -4.1% | +40.6% | -44.7% | -11.6% |
| 3Y | +62.6% | +78.2% | -15.6% | +39.9% |
| 5Y | +39.6% | +129.5% | -89.9% | +10.3% |
| All | +133.6% | +160.3% | -26.7% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling