+225.7%
XLE vs TECK
+207.5%
+18.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.0% | +0.1% |
| 7D | 0.0% | +7.8% | -7.8% | -1.8% |
| 30D | +12.6% | +8.3% | +4.4% | +10.3% |
| 3M | +11.8% | +16.1% | -4.2% | +6.8% |
| 6M | +16.1% | +42.9% | -26.8% | +3.1% |
| YTD | +46.9% | +50.8% | -3.9% | +27.1% |
| 1Y | +53.3% | +106.1% | -52.8% | +19.1% |
| 3Y | +54.9% | +84.0% | -29.1% | +18.5% |
| 5Y | +225.7% | +223.5% | +2.2% | +97.7% |
| All | +225.7% | +207.5% | +18.2% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling