+188.6%
TECK vs DBX
+11.7%
+176.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.5% |
| 7D | -3.8% | +2.1% | -5.9% | -4.4% |
| 30D | +0.7% | +5.7% | -5.0% | -0.9% |
| 3M | +4.6% | +31.8% | -27.2% | -3.5% |
| 6M | +25.1% | +37.5% | -12.3% | +12.7% |
| YTD | +39.2% | +27.9% | +11.3% | +28.0% |
| 1Y | +60.3% | +15.0% | +45.3% | +52.1% |
| 3Y | +62.9% | +27.2% | +35.7% | +44.3% |
| All | +188.6% | +11.7% | +176.8% | +145.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling