-98.2%
DFNS vs TECK
+76.8%
-175.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.4% | -3.2% |
| 7D | +4.6% | +4.9% | -0.2% | +1.7% |
| 30D | -73.9% | +5.2% | -79.1% | -74.9% |
| 3M | -71.7% | +13.8% | -85.5% | -73.4% |
| 6M | -94.6% | +38.5% | -133.1% | -95.5% |
| YTD | -98.1% | +47.3% | -145.4% | -98.6% |
| All | -98.2% | +76.8% | -175.0% | -98.9% |
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 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