+741.1%
DECK vs TECK
+351.3%
+389.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.1% | +1.5% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | -13.6% | +4.6% | -18.2% | -14.6% |
| 3M | -21.2% | +2.8% | -24.1% | -22.4% |
| 6M | -21.1% | +24.9% | -46.0% | -26.1% |
| YTD | -17.2% | +44.7% | -62.0% | -25.9% |
| 1Y | -30.7% | +112.0% | -142.7% | -44.2% |
| 3Y | -3.4% | +67.6% | -70.9% | -19.6% |
| 5Y | +25.5% | +200.3% | -174.8% | -14.2% |
| All | +741.1% | +351.3% | +389.8% | +342.8% |
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 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