+55.0%
XOP vs TECK
+377.7%
-322.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +2.6% | -3.8% | +6.5% | +4.1% |
| 30D | +9.6% | +0.7% | +8.9% | +8.8% |
| 3M | +20.4% | +4.6% | +15.8% | +16.1% |
| 6M | +19.9% | +25.1% | -5.2% | +3.8% |
| YTD | +56.4% | +39.2% | +17.2% | +27.1% |
| 1Y | +52.4% | +60.3% | -7.9% | +14.8% |
| 3Y | +39.9% | +62.9% | -23.0% | -1.9% |
| 5Y | +163.7% | +181.5% | -17.7% | +32.7% |
| All | +55.0% | +377.7% | -322.7% | -42.7% |
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