+57.9%
DIA vs TECK
+130.0%
-72.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.4% |
| 7D | +2.1% | -0.4% | +2.6% | +2.2% |
| 30D | +1.5% | -7.1% | +8.6% | +2.5% |
| 3M | -2.4% | -5.5% | +3.1% | -1.8% |
| 6M | +6.0% | -9.7% | +15.7% | +6.9% |
| YTD | +10.1% | +26.3% | -16.2% | +4.5% |
| 1Y | +11.8% | +44.4% | -32.6% | +3.7% |
| 3Y | +59.7% | +70.1% | -10.4% | +40.8% |
| All | +57.9% | +130.0% | -72.1% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling