+5.8%
DASH vs TECK
+325.1%
-319.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.2% | -9.5% | -6.4% |
| 7D | -11.2% | +7.8% | -18.9% | -12.9% |
| 30D | -7.3% | +8.3% | -15.6% | -9.3% |
| 3M | +31.4% | +16.1% | +15.4% | +25.6% |
| 6M | +11.9% | +42.9% | -31.0% | -0.2% |
| YTD | -11.5% | +50.8% | -62.3% | -22.6% |
| 1Y | -20.0% | +106.1% | -126.1% | -36.3% |
| 3Y | +143.9% | +84.0% | +59.9% | +94.2% |
| 5Y | -0.2% | +223.5% | -223.7% | -30.4% |
| All | +5.8% | +325.1% | -319.3% | -30.2% |
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