+98.5%
DAL vs TECK
+69.4%
+29.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | +0.1% | -0.3% | +0.5% | +0.3% |
| 30D | -13.9% | +4.6% | -18.5% | -15.5% |
| 3M | +1.1% | +2.8% | -1.8% | -1.0% |
| 6M | +26.2% | +24.9% | +1.3% | +13.2% |
| YTD | +16.4% | +44.7% | -28.3% | -2.9% |
| 1Y | +33.9% | +112.0% | -78.1% | -7.3% |
| All | +98.5% | +69.4% | +29.1% | +41.9% |
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