-9.5%
DASH vs TECK
+256.0%
-265.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | -4.5% | -0.4% | -4.1% | -4.5% |
| 30D | -6.8% | -7.1% | +0.3% | -5.0% |
| 3M | -20.7% | -5.5% | -15.2% | -19.8% |
| 6M | +15.1% | -9.7% | +24.8% | +16.6% |
| YTD | -24.3% | +26.3% | -50.5% | -30.8% |
| 1Y | -12.1% | +44.4% | -56.5% | -22.8% |
| 3Y | +91.1% | +70.1% | +21.0% | +55.4% |
| 5Y | -30.3% | +125.8% | -156.1% | -47.2% |
| All | -9.5% | +256.0% | -265.5% | -37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling