+58.3%
DIA vs TECK
+75.5%
-17.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.4% |
| 7D | -1.2% | +4.9% | -6.1% | -2.0% |
| 30D | -2.7% | +5.2% | -7.9% | -3.6% |
| 3M | +3.3% | +13.8% | -10.5% | +0.7% |
| 6M | +10.4% | +38.5% | -28.1% | +3.7% |
| YTD | +10.0% | +47.3% | -37.4% | +1.7% |
| 1Y | +16.2% | +81.0% | -64.8% | +3.2% |
| All | +58.3% | +75.5% | -17.2% | +37.9% |
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