+253.9%
XLI vs TECK
+377.7%
-123.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.9% |
| 7D | -1.7% | -3.8% | +2.2% | -0.9% |
| 30D | -7.3% | +0.7% | -8.0% | -7.5% |
| 3M | -1.3% | +4.6% | -6.0% | -2.8% |
| 6M | +2.2% | +25.1% | -22.9% | -3.5% |
| YTD | +11.7% | +39.2% | -27.5% | +2.6% |
| 1Y | +14.3% | +60.3% | -46.1% | +1.3% |
| 3Y | +70.3% | +62.9% | +7.4% | +46.1% |
| 5Y | +82.3% | +181.5% | -99.2% | +32.1% |
| All | +253.9% | +377.7% | -123.8% | +110.1% |
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