+26.3%
DECK vs TECK
+148.5%
-122.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.3% | +1.7% | +5.1% |
| 7D | +10.4% | +2.3% | +8.1% | +9.9% |
| 30D | +11.1% | -5.0% | +16.1% | +12.2% |
| 3M | -10.8% | -0.3% | -10.5% | -11.0% |
| 6M | -8.7% | +13.9% | -22.6% | -12.3% |
| YTD | -14.0% | +35.2% | -49.3% | -21.5% |
| 1Y | +12.0% | +57.5% | -45.5% | -1.5% |
| 3Y | -10.5% | +78.3% | -88.8% | -25.6% |
| All | +26.3% | +148.5% | -122.2% | -8.3% |
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