+737.9%
XLP vs TECK
+1,890.1%
-1,152.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.4% |
| 7D | +0.7% | -0.2% | +1.0% | +0.7% |
| 30D | +10.3% | -7.5% | +17.8% | +10.8% |
| 3M | +6.5% | -8.4% | +15.0% | +7.0% |
| 6M | +8.4% | -2.2% | +10.6% | +8.0% |
| YTD | +18.2% | +26.8% | -8.6% | +15.1% |
| 1Y | +22.4% | +46.5% | -24.1% | +17.8% |
| 3Y | +41.9% | +69.0% | -27.1% | +33.2% |
| 5Y | +40.9% | +138.8% | -97.9% | +26.5% |
| 10Y | +128.4% | +224.3% | -96.0% | +89.5% |
| All | +737.9% | +1,890.1% | -1,152.2% | +488.8% |
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