+913.1%
XOM vs TECK
+2,265.7%
-1,352.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.4% | -0.1% |
| 7D | -2.4% | +7.8% | -10.1% | -3.9% |
| 30D | +5.7% | +8.3% | -2.6% | +3.8% |
| 3M | +6.6% | +16.1% | -9.5% | +2.6% |
| 6M | +7.7% | +42.9% | -35.2% | -1.9% |
| YTD | +36.2% | +50.8% | -14.6% | +22.1% |
| 1Y | +50.5% | +106.1% | -55.6% | +25.5% |
| 3Y | +53.4% | +84.0% | -30.7% | +27.2% |
| 5Y | +254.2% | +223.5% | +30.7% | +154.8% |
| 10Y | +177.9% | +378.1% | -200.2% | +69.0% |
| All | +913.1% | +2,265.7% | -1,352.7% | +385.6% |
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 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