+345.4%
TECK vs DAR
+375.1%
-29.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.7% | -4.6% | -5.5% |
| 7D | -4.2% | +0.9% | -5.2% | -4.6% |
| 30D | -0.4% | +6.4% | -6.8% | -4.1% |
| 3M | +10.1% | +13.2% | -3.1% | +1.9% |
| 6M | +26.0% | +26.2% | -0.2% | +9.4% |
| YTD | +38.0% | +84.4% | -46.3% | -1.7% |
| 1Y | +63.8% | +112.0% | -48.3% | +6.5% |
| 3Y | +68.5% | +13.4% | +55.2% | +45.0% |
| 5Y | +179.2% | -6.0% | +185.2% | +157.1% |
| All | +345.4% | +375.1% | -29.7% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DAR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling