-5.7%
DT vs TECK
+59.3%
-65.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -0.3% |
| 7D | -25.5% | +2.3% | -27.8% | -25.4% |
| 30D | -22.3% | -5.0% | -17.3% | -22.7% |
| 3M | +2.3% | -0.3% | +2.6% | +2.3% |
| 6M | +20.7% | +13.9% | +6.9% | +23.5% |
| YTD | +7.9% | +35.2% | -27.3% | +11.6% |
| 1Y | -5.7% | +57.5% | -63.3% | -2.8% |
| All | -5.7% | +59.3% | -65.0% | -2.8% |
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