+114.1%
DT vs TECK
+262.0%
-147.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -1.6% | -3.8% | +2.3% | -1.0% |
| 30D | +3.0% | +0.7% | +2.3% | +2.6% |
| 3M | +26.5% | +4.6% | +21.9% | +24.6% |
| 6M | +35.9% | +25.1% | +10.8% | +27.6% |
| YTD | +17.8% | +39.2% | -21.3% | +6.9% |
| 1Y | +4.1% | +60.3% | -56.3% | -9.1% |
| 3Y | +5.3% | +62.9% | -57.6% | -11.5% |
| 5Y | -27.2% | +181.5% | -208.6% | -48.5% |
| All | +114.1% | +262.0% | -147.9% | +15.6% |
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 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