+577.6%
XYZ vs TECK
+1,463.5%
-885.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.0% | -3.4% | +1.7% |
| 7D | +14.9% | +3.1% | +11.8% | +14.1% |
| 30D | +14.7% | -5.0% | +19.6% | +16.1% |
| 3M | +12.1% | -2.6% | +14.7% | +12.5% |
| 6M | +18.3% | 0.0% | +18.4% | +17.1% |
| YTD | +36.1% | +35.6% | +0.4% | +22.7% |
| 1Y | +35.3% | +58.1% | -22.8% | +16.9% |
| 3Y | +73.5% | +93.3% | -19.9% | +40.3% |
| 5Y | -61.6% | +153.7% | -215.3% | -71.3% |
| 10Y | +638.0% | +226.7% | +411.3% | +359.9% |
| All | +577.6% | +1,463.5% | -885.9% | +252.4% |
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