+173.8%
DAL vs TECK
+66.4%
+107.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +1.8% |
| 7D | +8.8% | -0.2% | +9.0% | +9.0% |
| 30D | +5.4% | -7.5% | +12.9% | +8.5% |
| 3M | -4.9% | -8.4% | +3.5% | -2.2% |
| 6M | +19.8% | -2.2% | +22.1% | +18.5% |
| YTD | +27.0% | +26.8% | +0.2% | +10.6% |
| 1Y | +52.5% | +46.5% | +5.9% | +23.9% |
| 3Y | +173.8% | +69.0% | +104.8% | +100.0% |
| All | +173.8% | +66.4% | +107.5% | +100.0% |
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