+878.0%
XLU vs TECK
+2,084.0%
-1,206.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -1.6% | -3.8% | +2.2% | -1.3% |
| 30D | -3.3% | +0.7% | -4.1% | -3.4% |
| 3M | -3.2% | +4.6% | -7.8% | -3.8% |
| 6M | -7.0% | +25.1% | -32.1% | -9.5% |
| YTD | +0.6% | +39.2% | -38.5% | -3.4% |
| 1Y | +2.4% | +60.3% | -57.9% | -3.2% |
| 3Y | +46.3% | +62.9% | -16.6% | +36.0% |
| 5Y | +44.0% | +181.5% | -137.5% | +24.1% |
| 10Y | +140.1% | +362.3% | -222.3% | +82.6% |
| All | +878.0% | +2,084.0% | -1,206.0% | +483.5% |
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