+57.5%
TECK vs DD
+49.3%
+8.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +5.4% |
| 7D | +2.3% | +8.7% | -6.4% | -3.8% |
| 30D | -5.0% | +15.3% | -20.4% | -14.6% |
| 3M | -0.3% | +5.9% | -6.2% | -4.6% |
| 6M | +13.9% | +11.6% | +2.3% | +5.0% |
| YTD | +35.2% | +26.5% | +8.7% | +15.9% |
| 1Y | +57.5% | +35.4% | +22.1% | +29.2% |
| All | +57.5% | +49.3% | +8.2% | +29.2% |
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