+44.0%
DLTR vs TECK
+59.3%
-15.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.3% | +5.4% | +9.3% |
| 7D | +15.6% | +2.3% | +13.3% | +15.3% |
| 30D | +29.9% | -5.0% | +34.9% | +30.3% |
| 3M | +12.5% | -0.3% | +12.8% | +12.2% |
| 6M | +56.3% | +13.9% | +42.4% | +50.7% |
| YTD | +19.5% | +35.2% | -15.7% | +8.4% |
| 1Y | +44.0% | +57.5% | -13.5% | +23.0% |
| All | +44.0% | +59.3% | -15.3% | +23.0% |
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