+120.4%
XLK vs TECK
+65.8%
+54.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | +0.2% | -3.8% | +4.1% | +1.3% |
| 30D | -0.6% | +0.7% | -1.4% | -1.1% |
| 3M | +2.6% | +4.6% | -2.1% | +0.6% |
| 6M | +34.0% | +25.1% | +8.8% | +24.3% |
| YTD | +30.7% | +39.2% | -8.5% | +16.8% |
| 1Y | +39.2% | +60.3% | -21.1% | +19.0% |
| 3Y | +120.4% | +62.9% | +57.5% | +82.0% |
| All | +120.4% | +65.8% | +54.6% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling