+33.6%
XLY vs TECK
+65.8%
-32.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -1.7% | -3.8% | +2.2% | -0.9% |
| 30D | -4.2% | +0.7% | -4.9% | -4.5% |
| 3M | -2.7% | +4.6% | -7.3% | -4.2% |
| 6M | -0.6% | +25.1% | -25.8% | -7.0% |
| YTD | -5.0% | +39.2% | -44.2% | -14.0% |
| 1Y | -4.1% | +60.3% | -64.4% | -16.7% |
| 3Y | +33.6% | +62.9% | -29.3% | +11.6% |
| All | +33.6% | +65.8% | -32.2% | +11.6% |
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