+554.0%
XYZ vs TECK
+1,361.7%
-807.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.5% |
| 7D | +12.1% | -0.2% | +12.4% | +12.4% |
| 30D | +12.4% | -7.5% | +19.9% | +14.7% |
| 3M | +8.2% | -8.4% | +16.6% | +10.4% |
| 6M | +20.7% | -2.2% | +22.9% | +20.2% |
| YTD | +31.3% | +26.8% | +4.5% | +20.6% |
| 1Y | +20.5% | +46.5% | -26.0% | +6.3% |
| 3Y | +72.6% | +69.0% | +3.6% | +44.4% |
| 5Y | -64.0% | +138.8% | -202.8% | -72.6% |
| 10Y | +601.8% | +224.3% | +377.5% | +342.0% |
| All | +554.0% | +1,361.7% | -807.7% | +246.3% |
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 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