+263.3%
DXCM vs TECK
+373.8%
-110.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.3% | +7.1% | +1.6% |
| 7D | -5.8% | -4.2% | -1.6% | -5.3% |
| 30D | -5.6% | -0.4% | -5.2% | -5.7% |
| 3M | +13.0% | +10.1% | +2.9% | +10.7% |
| 6M | +24.7% | +26.0% | -1.3% | +19.2% |
| YTD | +27.3% | +38.0% | -10.7% | +19.7% |
| 1Y | +11.2% | +63.8% | -52.6% | +1.6% |
| 3Y | -19.0% | +68.5% | -87.5% | -28.1% |
| 5Y | -38.5% | +179.2% | -217.7% | -50.7% |
| All | +263.3% | +373.8% | -110.5% | +140.2% |
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