+62.6%
XYZ vs TECK
+74.1%
-11.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.5% | +3.4% |
| 7D | -1.1% | -0.4% | -0.6% | -0.9% |
| 30D | +11.5% | -7.1% | +18.6% | +14.5% |
| 3M | +1.8% | -5.5% | +7.3% | +3.5% |
| 6M | +21.2% | -9.7% | +30.9% | +24.1% |
| YTD | +29.9% | +26.3% | +3.7% | +12.9% |
| 1Y | +35.8% | +44.4% | -8.6% | +10.3% |
| 3Y | +62.6% | +70.1% | -7.5% | +12.1% |
| All | +62.6% | +74.1% | -11.5% | +12.1% |
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