+513.3%
XRT vs TECK
+235.5%
+277.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +0.8% | -0.3% | +1.2% | +0.9% |
| 30D | -4.2% | +4.6% | -8.8% | -5.1% |
| 3M | +5.1% | +2.8% | +2.2% | +3.9% |
| 6M | +2.4% | +24.9% | -22.5% | -3.0% |
| YTD | +3.2% | +44.7% | -41.5% | -5.5% |
| 1Y | +1.5% | +112.0% | -110.5% | -14.2% |
| 3Y | +40.6% | +67.6% | -27.0% | +21.9% |
| 5Y | -1.0% | +200.3% | -201.3% | -25.8% |
| 10Y | +128.4% | +358.2% | -229.8% | +42.2% |
| All | +513.3% | +235.5% | +277.8% | +187.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling