-100.0%
DFNS vs TECK
+527.3%
-627.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.3% | +11.4% | +12.8% |
| 7D | -13.0% | -1.2% | -11.8% | -13.0% |
| 30D | -56.9% | -5.7% | -51.1% | -56.9% |
| 3M | -93.2% | -3.6% | -89.6% | -93.2% |
| 6M | -95.4% | -2.2% | -93.2% | -95.5% |
| YTD | -99.5% | +33.6% | -133.1% | -99.5% |
| 1Y | -99.6% | +49.0% | -148.6% | -99.6% |
| 3Y | -100.0% | +85.4% | -185.4% | -100.0% |
| 5Y | -100.0% | +138.5% | -238.5% | -100.0% |
| All | -100.0% | +527.3% | -627.3% | -100.0% |
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