+11.2%
DXCM vs TECK
+65.6%
-54.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.3% | +7.1% | +0.9% |
| 7D | -5.8% | -4.2% | -1.6% | -5.7% |
| 30D | -5.6% | -0.4% | -5.2% | -5.7% |
| 3M | +13.0% | +10.1% | +2.9% | +12.1% |
| 6M | +24.7% | +26.0% | -1.3% | +20.2% |
| YTD | +27.3% | +38.0% | -10.7% | +21.6% |
| 1Y | +11.2% | +63.8% | -52.6% | +5.3% |
| All | +11.2% | +65.6% | -54.4% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling