-12.8%
DT vs TECK
+74.1%
-86.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | +3.1% | -0.4% | +3.6% | +3.1% |
| 30D | -29.5% | -7.1% | -22.4% | -29.0% |
| 3M | -11.7% | -5.5% | -6.3% | -11.3% |
| 6M | +29.0% | -9.7% | +38.7% | +30.0% |
| YTD | +3.4% | +26.3% | -22.9% | -2.1% |
| 1Y | -4.2% | +44.4% | -48.6% | -11.9% |
| 3Y | -12.8% | +70.1% | -82.9% | -26.8% |
| All | -12.8% | +74.1% | -86.9% | -26.8% |
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 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