+681.6%
XLP vs TECK
+2,171.4%
-1,489.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -1.0% | -0.3% | -0.7% | -1.0% |
| 30D | -0.9% | +4.6% | -5.5% | -1.2% |
| 3M | +3.8% | +2.8% | +1.0% | +3.3% |
| 6M | -1.7% | +24.9% | -26.6% | -3.9% |
| YTD | +10.3% | +44.7% | -34.5% | +6.4% |
| 1Y | +7.8% | +112.0% | -104.2% | +0.8% |
| 3Y | +27.2% | +67.6% | -40.4% | +19.6% |
| 5Y | +32.5% | +200.3% | -167.8% | +16.9% |
| 10Y | +101.8% | +358.2% | -256.4% | +63.1% |
| All | +681.6% | +2,171.4% | -1,489.8% | +444.7% |
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 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