+163.9%
XLE vs TECK
+211.9%
-48.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.3% | +1.3% |
| 7D | -6.7% | +1.7% | -8.4% | -7.4% |
| 30D | -4.4% | -7.6% | +3.2% | -2.6% |
| 3M | +4.0% | -5.9% | +9.9% | +4.8% |
| 6M | +13.2% | -2.8% | +16.0% | +11.1% |
| YTD | +41.9% | +31.8% | +10.1% | +22.7% |
| 1Y | +41.6% | +49.1% | -7.5% | +16.8% |
| 3Y | +64.0% | +83.0% | -19.0% | +18.8% |
| 5Y | +158.1% | +150.6% | +7.5% | +56.4% |
| 10Y | +163.9% | +219.0% | -55.0% | +17.4% |
| All | +163.9% | +211.9% | -48.0% | +17.4% |
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