+3,199.9%
XLK vs TECK
+2,212.2%
+987.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.4% |
| 7D | +2.3% | +4.9% | -2.5% | +1.5% |
| 30D | +0.8% | +5.2% | -4.4% | -0.1% |
| 3M | +4.1% | +13.8% | -9.7% | +1.6% |
| 6M | +34.8% | +38.5% | -3.7% | +27.0% |
| YTD | +30.8% | +47.3% | -16.5% | +21.6% |
| 1Y | +42.4% | +81.0% | -38.6% | +27.5% |
| 3Y | +121.8% | +79.9% | +41.9% | +95.6% |
| 5Y | +146.6% | +207.9% | -61.3% | +93.6% |
| 10Y | +804.3% | +389.5% | +414.8% | +503.4% |
| All | +3,199.9% | +2,212.2% | +987.7% | +1,642.8% |
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