+748.8%
DECK vs TECK
+198.5%
+550.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +3.1% |
| 7D | +0.1% | -0.4% | +0.6% | +0.2% |
| 30D | +4.8% | -7.1% | +11.9% | +6.6% |
| 3M | -6.9% | -5.5% | -1.5% | -6.1% |
| 6M | -7.6% | -9.7% | +2.1% | -6.5% |
| YTD | -16.3% | +26.3% | -42.5% | -23.0% |
| 1Y | +4.5% | +44.4% | -39.9% | -7.3% |
| 3Y | -17.1% | +70.1% | -87.2% | -31.6% |
| 5Y | +21.9% | +125.8% | -103.9% | -11.1% |
| All | +748.8% | +198.5% | +550.3% | +363.5% |
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