+420.5%
DAL vs TECK
+116.8%
+303.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.3% | +1.1% |
| 7D | +10.7% | +1.7% | +9.0% | +10.3% |
| 30D | +12.5% | -7.6% | +20.2% | +14.8% |
| 3M | +3.6% | -5.9% | +9.5% | +4.9% |
| 6M | +26.7% | -2.8% | +29.6% | +26.5% |
| YTD | +34.3% | +31.8% | +2.4% | +23.3% |
| 1Y | +59.1% | +49.1% | +10.0% | +41.5% |
| 3Y | +179.9% | +83.0% | +96.9% | +133.2% |
| 5Y | +119.1% | +150.6% | -31.5% | +63.1% |
| 10Y | +125.6% | +219.0% | -93.3% | +43.5% |
| All | +420.5% | +116.8% | +303.7% | +82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling