+47.7%
XYZ vs TECK
+76.5%
-28.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -1.0% | -0.3% | -0.6% | -0.8% |
| 30D | -1.7% | +4.6% | -6.3% | -3.5% |
| 3M | +16.7% | +2.8% | +13.9% | +14.6% |
| 6M | +26.9% | +24.9% | +2.0% | +14.3% |
| YTD | +27.1% | +44.7% | -17.6% | +5.6% |
| 1Y | +9.3% | +112.0% | -102.7% | -25.4% |
| All | +47.7% | +76.5% | -28.8% | +2.7% |
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