-28.4%
DT vs TECK
+213.6%
-242.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.0% |
| 7D | -0.5% | +4.9% | -5.4% | -1.4% |
| 30D | +0.1% | +5.2% | -5.1% | -0.9% |
| 3M | +24.1% | +13.8% | +10.3% | +20.8% |
| 6M | +30.1% | +38.5% | -8.4% | +20.9% |
| YTD | +16.8% | +47.3% | -30.6% | +6.1% |
| 1Y | -0.1% | +81.0% | -81.1% | -13.9% |
| 3Y | +6.8% | +79.9% | -73.0% | -11.3% |
| 5Y | -28.4% | +207.9% | -236.2% | -50.2% |
| All | -28.4% | +213.6% | -242.0% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling