+87.8%
DT vs TECK
+228.4%
-140.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | +3.1% | -0.4% | +3.6% | +3.1% |
| 30D | -29.5% | -7.1% | -22.4% | -28.5% |
| 3M | -11.7% | -5.5% | -6.3% | -11.1% |
| 6M | +29.0% | -9.7% | +38.7% | +30.3% |
| YTD | +3.4% | +26.3% | -22.9% | -4.5% |
| 1Y | -4.2% | +44.4% | -48.6% | -14.4% |
| 3Y | -12.8% | +70.1% | -82.9% | -27.6% |
| 5Y | -39.6% | +125.8% | -165.4% | -55.1% |
| All | +87.8% | +228.4% | -140.5% | +3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling