+981.0%
DIA vs TECK
+2,171.4%
-1,190.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.2% | -0.3% | +0.2% | -0.1% |
| 30D | -1.5% | +4.6% | -6.1% | -2.3% |
| 3M | +3.8% | +2.8% | +0.9% | +2.9% |
| 6M | +10.3% | +24.9% | -14.6% | +5.7% |
| YTD | +12.1% | +44.7% | -32.7% | +4.6% |
| 1Y | +18.6% | +112.0% | -93.3% | +3.9% |
| 3Y | +60.6% | +67.6% | -7.0% | +43.0% |
| 5Y | +64.4% | +200.3% | -135.9% | +29.5% |
| 10Y | +250.1% | +358.2% | -108.1% | +137.0% |
| All | +981.0% | +2,171.4% | -1,190.4% | +480.5% |
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