+119.9%
XRT vs TECK
+373.8%
-253.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.3% | +5.5% | +0.6% |
| 7D | -3.6% | -4.2% | +0.7% | -2.8% |
| 30D | -6.7% | -0.4% | -6.3% | -6.8% |
| 3M | -1.4% | +10.1% | -11.5% | -4.1% |
| 6M | +1.7% | +26.0% | -24.3% | -4.6% |
| YTD | -1.5% | +38.0% | -39.5% | -10.0% |
| 1Y | -2.5% | +63.8% | -66.3% | -14.6% |
| 3Y | +39.9% | +68.5% | -28.6% | +18.5% |
| 5Y | -2.6% | +179.2% | -181.8% | -29.1% |
| All | +119.9% | +373.8% | -253.9% | +30.2% |
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 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