+43.3%
XOP vs TECK
+74.1%
-30.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.6% | +1.2% |
| 7D | +6.3% | -0.4% | +6.8% | +6.3% |
| 30D | -6.6% | -7.1% | +0.5% | -5.8% |
| 3M | +3.6% | -5.5% | +9.0% | +3.8% |
| 6M | +10.8% | -9.7% | +20.5% | +11.3% |
| YTD | +48.3% | +26.3% | +22.0% | +33.9% |
| 1Y | +42.9% | +44.4% | -1.4% | +23.4% |
| 3Y | +43.3% | +70.1% | -26.8% | +9.2% |
| All | +43.3% | +74.1% | -30.8% | +9.2% |
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