-94.1%
DFNS vs TECK
-5.3%
-88.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -2.8% | +15.6% | +12.7% |
| 7D | -37.0% | +1.7% | -38.6% | -36.2% |
| 30D | -63.4% | -7.6% | -55.8% | -62.4% |
| 3M | -94.1% | -5.9% | -88.2% | -94.1% |
| All | -94.1% | -5.3% | -88.8% | -94.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling