-10.3%
DIS vs TECK
+104.7%
-115.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -0.6% |
| 7D | -1.1% | +7.8% | -8.8% | -1.7% |
| 30D | +0.1% | +8.3% | -8.1% | -0.5% |
| 3M | +7.1% | +16.1% | -9.0% | +5.7% |
| 6M | +4.3% | +42.9% | -38.6% | +0.3% |
| YTD | -6.9% | +50.8% | -57.7% | -11.5% |
| 1Y | -10.3% | +106.1% | -116.4% | -16.4% |
| All | -10.3% | +104.7% | -115.0% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling