-99.6%
DFNS vs TECK
+59.3%
-158.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +4.3% | -22.6% | -20.1% |
| 7D | -27.7% | +2.3% | -29.9% | -28.8% |
| 30D | -58.0% | -5.0% | -52.9% | -57.3% |
| 3M | -94.0% | -0.3% | -93.7% | -94.1% |
| 6M | -94.6% | +13.9% | -108.4% | -94.9% |
| YTD | -99.4% | +35.2% | -134.6% | -99.5% |
| 1Y | -99.6% | +57.5% | -157.2% | -99.8% |
| All | -99.6% | +59.3% | -158.9% | -99.8% |
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