+4,404.4%
DELL vs TECK
+377.7%
+4,026.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.8% | +11.2% | +11.7% |
| 7D | +8.2% | -3.8% | +12.1% | +9.5% |
| 30D | +17.1% | +0.7% | +16.3% | +16.8% |
| 3M | +45.2% | +4.6% | +40.6% | +43.2% |
| 6M | +286.8% | +25.1% | +261.7% | +262.9% |
| YTD | +354.8% | +39.2% | +315.6% | +310.7% |
| 1Y | +358.3% | +60.3% | +297.9% | +296.0% |
| 3Y | +724.9% | +62.9% | +662.0% | +596.2% |
| 5Y | +1,193.7% | +181.5% | +1,012.2% | +813.2% |
| All | +4,404.4% | +377.7% | +4,026.7% | +2,341.5% |
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