+43.4%
XRT vs TECK
+85.2%
-41.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.3% | -3.0% |
| 7D | -0.3% | +7.8% | -8.0% | -1.9% |
| 30D | -5.6% | +8.3% | -13.9% | -7.3% |
| 3M | +2.5% | +16.1% | -13.5% | -1.2% |
| 6M | +3.7% | +42.9% | -39.2% | -5.7% |
| YTD | +1.0% | +50.8% | -49.8% | -10.1% |
| 1Y | -1.2% | +106.1% | -107.3% | -19.5% |
| 3Y | +43.4% | +84.0% | -40.7% | +15.7% |
| All | +43.4% | +85.2% | -41.9% | +15.7% |
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 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