-5.9%
DASH vs TECK
+276.6%
-282.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -10.2% | -1.2% | -9.0% | -9.9% |
| 30D | -8.2% | -5.7% | -2.5% | -6.8% |
| 3M | -15.9% | -3.6% | -12.3% | -15.4% |
| 6M | +13.3% | -2.2% | +15.5% | +12.4% |
| YTD | -21.3% | +33.6% | -54.8% | -29.2% |
| 1Y | -11.1% | +49.0% | -60.1% | -22.6% |
| 3Y | +103.8% | +85.4% | +18.4% | +62.2% |
| 5Y | -21.6% | +138.5% | -160.1% | -41.5% |
| All | -5.9% | +276.6% | -282.5% | -36.1% |
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