-100.0%
DFNS vs TECK
+493.0%
-593.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.9% | -5.5% |
| 7D | -6.0% | -0.4% | -5.5% | -6.0% |
| 30D | -71.2% | -7.1% | -64.1% | -71.2% |
| 3M | -94.5% | -5.5% | -89.1% | -94.5% |
| 6M | -96.5% | -9.7% | -86.8% | -96.6% |
| YTD | -99.6% | +26.3% | -125.9% | -99.6% |
| 1Y | -99.7% | +44.4% | -144.1% | -99.7% |
| 3Y | -100.0% | +70.1% | -170.0% | -100.0% |
| 5Y | -100.0% | +125.8% | -225.8% | -100.0% |
| All | -100.0% | +493.0% | -593.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling