+192.9%
XOM vs TECK
+377.7%
-184.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.3% |
| 7D | +4.1% | -3.8% | +7.9% | +5.0% |
| 30D | +4.6% | +0.7% | +3.8% | +4.1% |
| 3M | +14.0% | +4.6% | +9.4% | +11.6% |
| 6M | +11.0% | +25.1% | -14.2% | +1.9% |
| YTD | +40.7% | +39.2% | +1.5% | +24.6% |
| 1Y | +52.3% | +60.3% | -8.0% | +28.7% |
| 3Y | +60.5% | +62.9% | -2.4% | +29.0% |
| 5Y | +266.4% | +181.5% | +84.9% | +140.0% |
| All | +192.9% | +377.7% | -184.8% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling