+3.7%
DT vs TECK
+79.6%
-75.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.2% | -7.3% | -3.5% |
| 7D | -4.9% | +7.8% | -12.6% | -5.6% |
| 30D | +2.7% | +8.3% | -5.6% | +1.8% |
| 3M | +20.0% | +16.1% | +3.9% | +17.8% |
| 6M | +28.0% | +42.9% | -14.8% | +21.6% |
| YTD | +16.0% | +50.8% | -34.7% | +8.1% |
| 1Y | +0.7% | +106.1% | -105.4% | -12.5% |
| All | +3.7% | +79.6% | -75.9% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling