+877.2%
DECK vs TECK
+212.7%
+664.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +5.8% | -0.2% | +6.0% | +5.8% |
| 30D | +7.9% | -7.5% | +15.4% | +9.7% |
| 3M | -11.4% | -8.4% | -3.0% | -9.9% |
| 6M | -16.6% | -2.2% | -14.3% | -17.3% |
| YTD | -16.4% | +26.8% | -43.2% | -23.2% |
| 1Y | +8.6% | +46.5% | -37.9% | -4.0% |
| 3Y | -15.1% | +69.0% | -84.1% | -29.9% |
| 5Y | +22.9% | +138.8% | -115.9% | -11.8% |
| All | +877.2% | +212.7% | +664.5% | +419.2% |
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