+384.5%
DXCM vs TECK
+198.5%
+186.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.6% |
| 7D | +4.9% | -0.4% | +5.4% | +5.0% |
| 30D | -0.2% | -7.1% | +6.9% | +0.8% |
| 3M | -8.9% | -5.5% | -3.4% | -8.4% |
| 6M | +42.3% | -9.7% | +52.0% | +43.0% |
| YTD | +25.6% | +26.3% | -0.7% | +19.5% |
| 1Y | +39.5% | +44.4% | -4.8% | +30.1% |
| 3Y | -15.3% | +70.1% | -85.3% | -24.8% |
| 5Y | -48.4% | +125.8% | -174.2% | -57.1% |
| All | +384.5% | +198.5% | +186.1% | +241.5% |
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