+161.0%
DAL vs TECK
+74.1%
+86.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | -1.1% | -0.4% | -0.6% | -0.9% |
| 30D | +12.8% | -7.1% | +20.0% | +16.1% |
| 3M | -5.3% | -5.5% | +0.2% | -3.6% |
| 6M | +22.4% | -9.7% | +32.1% | +25.3% |
| YTD | +25.6% | +26.3% | -0.6% | +9.4% |
| 1Y | +45.5% | +44.4% | +1.1% | +18.8% |
| 3Y | +161.0% | +70.1% | +90.9% | +86.3% |
| All | +161.0% | +74.1% | +86.9% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling