+566.1%
XYZ vs TECK
+203.4%
+362.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | -0.1% | -2.8% |
| 7D | -2.1% | +2.1% | -4.3% | -2.7% |
| 30D | +7.0% | -8.9% | +15.9% | +10.1% |
| 3M | +5.1% | -7.1% | +12.2% | +7.1% |
| 6M | +14.1% | -7.0% | +21.1% | +15.2% |
| YTD | +26.4% | +28.3% | -2.0% | +13.6% |
| 1Y | +25.1% | +40.6% | -15.5% | +9.0% |
| 3Y | +59.7% | +78.2% | -18.4% | +26.6% |
| 5Y | -63.8% | +129.5% | -193.3% | -73.9% |
| All | +566.1% | +203.4% | +362.6% | +277.8% |
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