-12.7%
DASH vs TECK
+48.4%
-61.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -1.1% |
| 7D | -2.8% | +1.7% | -4.4% | -2.8% |
| 30D | -9.3% | -7.6% | -1.6% | -8.4% |
| 3M | -15.1% | -5.9% | -9.2% | -14.6% |
| 6M | +8.7% | -2.8% | +11.6% | +8.7% |
| YTD | -21.3% | +31.8% | -53.1% | -25.8% |
| 1Y | -12.7% | +49.1% | -61.8% | -19.6% |
| All | -12.7% | +48.4% | -61.1% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling