+153.3%
XOP vs TECK
+180.1%
-26.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +2.6% | -3.8% | +6.5% | +3.8% |
| 30D | +9.6% | +0.7% | +8.9% | +9.0% |
| 3M | +20.4% | +4.6% | +15.8% | +17.2% |
| 6M | +19.9% | +25.1% | -5.2% | +7.0% |
| YTD | +56.4% | +39.2% | +17.2% | +32.0% |
| 1Y | +52.4% | +60.3% | -7.9% | +20.3% |
| 3Y | +39.9% | +62.9% | -23.0% | +3.0% |
| All | +153.3% | +180.1% | -26.9% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling