-68.9%
XYZ vs TECK
+200.8%
-269.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.4% |
| 6M | +26.9% | +24.9% | +2.0% | +14.1% |
| YTD | +27.1% | +44.7% | -17.6% | +6.1% |
| 1Y | +9.3% | +112.0% | -102.7% | -23.5% |
| 3Y | +42.3% | +67.6% | -25.3% | +6.3% |
| All | -68.9% | +200.8% | -269.7% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling