-99.9%
DFNS vs TECK
+548.4%
-648.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.3% | +7.9% | +1.4% |
| 7D | -3.3% | -4.2% | +0.9% | -3.4% |
| 30D | -73.1% | -0.4% | -72.7% | -73.1% |
| 3M | -71.4% | +10.1% | -81.5% | -71.4% |
| 6M | -93.8% | +26.0% | -119.8% | -93.8% |
| YTD | -98.0% | +38.0% | -136.1% | -98.0% |
| 1Y | -98.2% | +63.8% | -161.9% | -98.1% |
| 3Y | -99.9% | +68.5% | -168.4% | -99.9% |
| 5Y | -99.9% | +179.2% | -279.0% | -99.9% |
| All | -99.9% | +548.4% | -648.3% | -99.9% |
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 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