+420.5%
XLF vs TECK
+2,265.7%
-1,845.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.5% | -2.3% |
| 7D | +0.2% | +7.8% | -7.6% | -1.5% |
| 30D | -0.5% | +8.3% | -8.8% | -2.4% |
| 3M | +10.6% | +16.1% | -5.4% | +6.4% |
| 6M | +14.3% | +42.9% | -28.6% | +4.2% |
| YTD | +5.5% | +50.8% | -45.2% | -5.5% |
| 1Y | +9.6% | +106.1% | -96.5% | -9.1% |
| 3Y | +75.2% | +84.0% | -8.9% | +44.5% |
| 5Y | +65.5% | +223.5% | -157.9% | +14.8% |
| 10Y | +246.4% | +378.1% | -131.6% | +95.0% |
| All | +420.5% | +2,265.7% | -1,845.3% | +104.1% |
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 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