+39.7%
XOP vs TECK
+64.4%
-24.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.3% | +6.5% | +1.3% |
| 7D | +1.6% | -4.2% | +5.9% | +2.3% |
| 30D | +9.6% | -0.4% | +9.9% | +9.5% |
| 3M | +16.9% | +10.1% | +6.8% | +14.0% |
| 6M | +24.0% | +26.0% | -2.0% | +15.3% |
| YTD | +56.2% | +38.0% | +18.2% | +39.6% |
| 1Y | +51.8% | +63.8% | -12.0% | +27.4% |
| All | +39.7% | +64.4% | -24.7% | +10.6% |
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