+59.0%
TECK vs DBX
+13.9%
+45.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.3% | -7.6% | -6.2% |
| 7D | -4.2% | -1.8% | -2.4% | -4.3% |
| 30D | -0.4% | +2.8% | -3.2% | -0.1% |
| 3M | +10.1% | +26.8% | -16.6% | +11.4% |
| 6M | +26.0% | +32.8% | -6.8% | +27.5% |
| YTD | +38.0% | +26.1% | +12.0% | +41.1% |
| All | +59.0% | +13.9% | +45.2% | +63.1% |
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