+112.0%
TECK vs DD
+41.5%
+70.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.2% |
| 7D | -0.3% | -3.5% | +3.2% | +1.8% |
| 30D | +4.6% | -10.3% | +14.9% | +11.6% |
| 3M | +2.8% | -7.5% | +10.4% | +7.7% |
| 6M | +24.9% | -8.0% | +32.9% | +30.1% |
| YTD | +44.7% | +10.5% | +34.3% | +45.0% |
| 1Y | +112.0% | +38.3% | +73.7% | +109.0% |
| All | +112.0% | +41.5% | +70.5% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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