+179.2%
XLE vs TECK
+198.5%
-19.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.5% |
| 7D | +5.4% | -0.4% | +5.9% | +5.4% |
| 30D | -3.9% | -7.1% | +3.2% | -2.3% |
| 3M | +7.0% | -5.5% | +12.5% | +7.6% |
| 6M | +14.2% | -9.7% | +23.9% | +14.7% |
| YTD | +48.2% | +26.3% | +21.9% | +29.8% |
| 1Y | +47.7% | +44.4% | +3.3% | +23.0% |
| 3Y | +70.0% | +70.1% | -0.1% | +26.2% |
| 5Y | +169.1% | +125.8% | +43.4% | +69.2% |
| All | +179.2% | +198.5% | -19.3% | +26.1% |
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