+72.5%
TECK vs DD
+42.2%
+30.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -0.6% |
| 7D | +4.9% | -3.8% | +8.6% | +7.5% |
| 30D | +5.2% | -9.2% | +14.4% | +11.9% |
| 3M | +13.8% | -9.0% | +22.8% | +20.8% |
| 6M | +38.5% | -5.0% | +43.4% | +43.3% |
| YTD | +47.3% | +7.4% | +40.0% | +41.2% |
| 1Y | +81.0% | +35.1% | +45.9% | +48.4% |
| All | +72.5% | +42.2% | +30.3% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling