+1,091.4%
DLTR vs TECK
+2,212.2%
-1,120.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -4.4% |
| 7D | -10.2% | +4.9% | -15.1% | -10.6% |
| 30D | -8.5% | +5.2% | -13.7% | -8.9% |
| 3M | +5.6% | +13.8% | -8.2% | +4.2% |
| 6M | +2.2% | +38.5% | -36.3% | -0.9% |
| YTD | -3.8% | +47.3% | -51.1% | -7.2% |
| 1Y | +22.9% | +81.0% | -58.1% | +16.6% |
| 3Y | +2.0% | +79.9% | -77.8% | -4.3% |
| 5Y | +29.8% | +207.9% | -178.1% | +15.6% |
| 10Y | +45.0% | +389.5% | -344.5% | +20.1% |
| All | +1,091.4% | +2,212.2% | -1,120.7% | +815.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling