+32.4%
DLTR vs TECK
+180.1%
-147.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.9% |
| 6M | +4.3% | +25.1% | -20.8% | +0.5% |
| YTD | -3.9% | +39.2% | -43.1% | -8.9% |
| 1Y | +18.9% | +60.3% | -41.4% | +10.5% |
| 3Y | +1.9% | +62.9% | -61.0% | -7.3% |
| All | +32.4% | +180.1% | -147.8% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling