+30.8%
XLV vs TECK
+65.8%
-35.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -3.6% | -3.8% | +0.3% | -3.3% |
| 30D | -1.8% | +0.7% | -2.6% | -1.9% |
| 3M | +7.8% | +4.6% | +3.2% | +7.2% |
| 6M | +9.1% | +25.1% | -16.0% | +6.3% |
| YTD | +7.7% | +39.2% | -31.4% | +3.6% |
| 1Y | +20.4% | +60.3% | -39.9% | +13.9% |
| 3Y | +30.8% | +62.9% | -32.1% | +21.2% |
| All | +30.8% | +65.8% | -35.0% | +21.2% |
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