+24.3%
DECK vs TECK
+131.0%
-106.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.1% | +5.5% | 0.0% |
| 7D | +6.0% | -6.0% | +12.0% | +7.4% |
| 30D | +7.4% | -10.7% | +18.2% | +9.9% |
| 3M | -11.7% | -9.2% | -2.5% | -10.2% |
| 6M | -11.0% | +3.9% | -14.9% | -12.8% |
| YTD | -15.4% | +25.7% | -41.0% | -21.6% |
| 1Y | +7.2% | +44.3% | -37.0% | -4.0% |
| 3Y | -11.8% | +65.7% | -77.6% | -25.6% |
| 5Y | +24.3% | +136.6% | -112.3% | -8.3% |
| All | +24.3% | +131.0% | -106.6% | -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