-99.9%
DFNS vs TECK
+85.2%
-185.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -4.9% | -0.6% |
| 7D | +0.8% | +7.8% | -7.0% | +1.1% |
| 30D | -73.2% | +8.3% | -81.5% | -73.1% |
| 3M | -72.4% | +16.1% | -88.5% | -72.5% |
| 6M | -95.2% | +42.9% | -138.1% | -95.0% |
| YTD | -98.0% | +50.8% | -148.7% | -97.8% |
| 1Y | -98.3% | +106.1% | -204.3% | -97.9% |
| 3Y | -99.9% | +84.0% | -183.9% | -99.9% |
| All | -99.9% | +85.2% | -185.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling