+63.6%
DIA vs TECK
+213.6%
-150.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.5% |
| 3M | +3.3% | +13.8% | -10.5% | +0.9% |
| 6M | +10.4% | +38.5% | -28.1% | +4.2% |
| YTD | +10.0% | +47.3% | -37.4% | +2.3% |
| 1Y | +16.2% | +81.0% | -64.8% | +4.3% |
| 3Y | +58.7% | +79.9% | -21.1% | +39.3% |
| 5Y | +63.6% | +207.9% | -144.3% | +32.3% |
| All | +63.6% | +213.6% | -150.1% | +32.3% |
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