-98.3%
DFNS vs TECK
+108.8%
-207.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -16.0% | -0.3% | -15.7% | -15.7% |
| 30D | -77.7% | +4.6% | -82.3% | -78.4% |
| 3M | -77.2% | +2.8% | -80.0% | -77.1% |
| 6M | -95.2% | +24.9% | -120.1% | -95.7% |
| YTD | -98.0% | +44.7% | -142.7% | -98.4% |
| 1Y | -98.3% | +112.0% | -210.2% | -98.7% |
| All | -98.3% | +108.8% | -207.1% | -98.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling