+248.8%
XLF vs TECK
+377.7%
-128.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.5% |
| 7D | -1.5% | -3.8% | +2.4% | -0.7% |
| 30D | -1.2% | +0.7% | -1.9% | -1.5% |
| 3M | +9.2% | +4.6% | +4.6% | +7.5% |
| 6M | +16.3% | +25.1% | -8.8% | +9.3% |
| YTD | +5.4% | +39.2% | -33.7% | -3.9% |
| 1Y | +7.6% | +60.3% | -52.7% | -5.5% |
| 3Y | +74.2% | +62.9% | +11.3% | +47.2% |
| 5Y | +66.1% | +181.5% | -115.3% | +16.9% |
| All | +248.8% | +377.7% | -128.8% | +94.1% |
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