+128.8%
XLP vs TECK
+221.5%
-92.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.0% | -6.1% | +0.4% |
| 7D | +0.1% | +3.1% | -3.0% | -0.2% |
| 30D | +8.9% | -5.0% | +13.9% | +9.2% |
| 3M | +7.5% | -2.6% | +10.1% | +7.5% |
| 6M | +9.4% | 0.0% | +9.5% | +8.9% |
| YTD | +19.3% | +35.6% | -16.4% | +15.6% |
| 1Y | +21.7% | +58.1% | -36.4% | +16.5% |
| 3Y | +44.0% | +93.3% | -49.4% | +33.4% |
| 5Y | +42.8% | +153.7% | -110.9% | +26.7% |
| 10Y | +128.8% | +226.7% | -97.9% | +79.6% |
| All | +128.8% | +221.5% | -92.8% | +79.6% |
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