+112.0%
TECK vs DBX
+20.4%
+91.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.4% |
| 7D | -0.3% | -2.4% | +2.1% | -0.4% |
| 30D | +4.6% | -0.5% | +5.1% | +4.7% |
| 3M | +2.8% | +28.1% | -25.2% | +3.0% |
| 6M | +24.9% | +33.1% | -8.2% | +25.0% |
| YTD | +44.7% | +25.3% | +19.5% | +47.6% |
| 1Y | +112.0% | +18.3% | +93.6% | +121.8% |
| All | +112.0% | +20.4% | +91.5% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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