+1.9%
DLTR vs TECK
+65.8%
-63.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -10.1% | -3.8% | -6.2% | -9.7% |
| 30D | -8.1% | +0.7% | -8.9% | -8.3% |
| 3M | +2.9% | +4.6% | -1.8% | +2.0% |
| 6M | +4.3% | +25.1% | -20.8% | +0.1% |
| YTD | -3.9% | +39.2% | -43.1% | -9.5% |
| 1Y | +18.9% | +60.3% | -41.4% | +9.6% |
| 3Y | +1.9% | +62.9% | -61.0% | -6.6% |
| All | +1.9% | +65.8% | -63.9% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling