+5,247.2%
DE vs TECK
+2,066.2%
+3,181.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.3% | +6.4% | +1.8% |
| 7D | -2.4% | -4.2% | +1.9% | -1.4% |
| 30D | +9.7% | -0.4% | +10.1% | +9.5% |
| 3M | +21.4% | +10.1% | +11.2% | +17.3% |
| 6M | +15.0% | +26.0% | -11.0% | +6.6% |
| YTD | +46.4% | +38.0% | +8.4% | +31.6% |
| 1Y | +45.6% | +63.8% | -18.2% | +24.1% |
| 3Y | +76.8% | +68.5% | +8.3% | +44.2% |
| 5Y | +99.4% | +179.2% | -79.8% | +36.0% |
| 10Y | +864.6% | +358.6% | +506.0% | +402.3% |
| All | +5,247.2% | +2,066.2% | +3,181.0% | +1,648.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling