+43.4%
XLP vs TECK
+84.1%
-40.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -0.5% | -1.2% | +0.7% | -0.5% |
| 30D | +8.3% | -5.7% | +14.1% | +8.4% |
| 3M | +8.7% | -3.6% | +12.3% | +8.7% |
| 6M | +11.2% | -2.2% | +13.4% | +11.3% |
| YTD | +20.0% | +33.6% | -13.6% | +18.4% |
| 1Y | +21.3% | +49.0% | -27.6% | +19.2% |
| All | +43.4% | +84.1% | -40.8% | +37.7% |
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