+121.4%
DAL vs TECK
+218.8%
-97.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.4% |
| 7D | +2.3% | -1.2% | +3.6% | +2.7% |
| 30D | +14.3% | -5.7% | +20.0% | +16.6% |
| 3M | +1.3% | -3.6% | +4.9% | +2.1% |
| 6M | +29.3% | -2.2% | +31.5% | +28.4% |
| YTD | +33.0% | +33.6% | -0.6% | +16.8% |
| 1Y | +59.8% | +49.0% | +10.9% | +34.7% |
| 3Y | +177.2% | +85.4% | +91.8% | +109.9% |
| 5Y | +118.4% | +138.5% | -20.2% | +41.1% |
| 10Y | +121.4% | +218.0% | -96.6% | -1.3% |
| All | +121.4% | +218.8% | -97.4% | -1.3% |
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 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