+54.7%
XLE vs TECK
+76.5%
-21.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +2.2% | -0.3% | +2.5% | +2.2% |
| 30D | +11.8% | +4.6% | +7.2% | +11.0% |
| 3M | +9.8% | +2.8% | +7.0% | +9.1% |
| 6M | +15.6% | +24.9% | -9.3% | +10.1% |
| YTD | +45.3% | +44.7% | +0.5% | +33.0% |
| 1Y | +48.3% | +112.0% | -63.7% | +22.8% |
| All | +54.7% | +76.5% | -21.8% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling