+80.4%
XLI vs TECK
+180.4%
-100.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.6% | +0.5% |
| 7D | -2.3% | -4.2% | +1.9% | -1.6% |
| 30D | -8.2% | -0.4% | -7.8% | -8.2% |
| 3M | +0.8% | +10.1% | -9.4% | -1.5% |
| 6M | +0.8% | +26.0% | -25.2% | -4.3% |
| YTD | +10.5% | +38.0% | -27.5% | +2.7% |
| 1Y | +14.1% | +63.8% | -49.7% | +2.4% |
| 3Y | +68.6% | +68.5% | +0.1% | +46.3% |
| 5Y | +80.4% | +179.2% | -98.8% | +42.3% |
| All | +80.4% | +180.4% | -100.0% | +42.3% |
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