+59.8%
DAL vs TECK
+50.8%
+9.1%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +16.1% |
| 3M | +1.3% | -3.6% | +4.9% | +2.0% |
| 6M | +29.3% | -2.2% | +31.5% | +28.3% |
| YTD | +33.0% | +33.6% | -0.6% | +18.2% |
| 1Y | +59.8% | +49.0% | +10.9% | +36.2% |
| All | +59.8% | +50.8% | +9.1% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling