+128.1%
DAL vs TECK
+221.5%
-93.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +7.0% | -1.7% | +2.8% |
| 7D | +10.0% | +3.1% | +7.0% | +8.9% |
| 30D | +12.0% | -5.0% | +17.0% | +14.0% |
| 3M | +0.8% | -2.6% | +3.4% | +1.2% |
| 6M | +26.2% | 0.0% | +26.2% | +24.4% |
| YTD | +33.7% | +35.6% | -2.0% | +16.8% |
| 1Y | +57.6% | +58.1% | -0.5% | +30.0% |
| 3Y | +183.5% | +93.3% | +90.1% | +111.7% |
| 5Y | +114.2% | +153.7% | -39.5% | +35.3% |
| 10Y | +128.1% | +226.7% | -98.6% | +1.5% |
| All | +128.1% | +221.5% | -93.4% | +1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling