+18.9%
DLTR vs TECK
+66.9%
-48.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -10.1% | -3.8% | -6.2% | -9.8% |
| 30D | -8.1% | +0.7% | -8.9% | -8.3% |
| 3M | +2.9% | +4.6% | -1.8% | +2.5% |
| 6M | +4.3% | +25.1% | -20.8% | -1.3% |
| YTD | -3.9% | +39.2% | -43.1% | -12.2% |
| 1Y | +18.9% | +60.3% | -41.4% | +3.4% |
| All | +18.9% | +66.9% | -48.0% | +3.4% |
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