+1,055.3%
DELL vs TECK
+180.4%
+874.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.3% | +1.0% | -3.2% |
| 7D | -1.9% | -4.2% | +2.4% | -0.4% |
| 30D | +14.9% | -0.4% | +15.3% | +14.9% |
| 3M | +37.2% | +10.1% | +27.1% | +32.7% |
| 6M | +254.0% | +26.0% | +228.0% | +228.0% |
| YTD | +306.1% | +38.0% | +268.1% | +261.4% |
| 1Y | +312.3% | +63.8% | +248.5% | +245.0% |
| 3Y | +654.0% | +68.5% | +585.5% | +511.1% |
| 5Y | +1,055.3% | +179.2% | +876.2% | +772.9% |
| All | +1,055.3% | +180.4% | +874.9% | +772.9% |
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