+953.0%
XLE vs TECK
+2,028.7%
-1,075.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.0% | -6.4% | -1.5% |
| 7D | -7.9% | +3.1% | -11.0% | -8.9% |
| 30D | -4.8% | -5.0% | +0.1% | -3.9% |
| 3M | +8.4% | -2.6% | +10.9% | +8.1% |
| 6M | +12.7% | 0.0% | +12.7% | +10.0% |
| YTD | +41.3% | +35.6% | +5.6% | +23.7% |
| 1Y | +42.3% | +58.1% | -15.8% | +18.7% |
| 3Y | +65.1% | +93.3% | -28.3% | +24.6% |
| 5Y | +150.2% | +153.7% | -3.5% | +67.5% |
| 10Y | +163.9% | +226.7% | -62.8% | +45.7% |
| All | +953.0% | +2,028.7% | -1,075.7% | +277.8% |
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