+99.6%
DE vs TECK
+180.1%
-80.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -2.6% | -3.8% | +1.3% | -1.7% |
| 30D | +9.0% | +0.7% | +8.3% | +8.6% |
| 3M | +19.1% | +4.6% | +14.5% | +17.0% |
| 6M | +14.4% | +25.1% | -10.7% | +6.7% |
| YTD | +45.9% | +39.2% | +6.8% | +31.5% |
| 1Y | +43.6% | +60.3% | -16.7% | +23.9% |
| 3Y | +75.9% | +62.9% | +13.0% | +44.9% |
| All | +99.6% | +180.1% | -80.5% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling