+2,171.4%
TECK vs DD
+396.5%
+1,774.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.1% |
| 7D | -0.3% | -3.5% | +3.2% | +2.4% |
| 30D | +4.6% | -10.3% | +14.9% | +13.5% |
| 3M | +2.8% | -7.5% | +10.4% | +9.2% |
| 6M | +24.9% | -8.0% | +32.9% | +33.2% |
| YTD | +44.7% | +10.5% | +34.3% | +33.2% |
| 1Y | +112.0% | +38.3% | +73.7% | +61.3% |
| 3Y | +67.6% | +42.5% | +25.1% | +20.8% |
| 5Y | +200.3% | +60.2% | +140.2% | +92.8% |
| 10Y | +358.2% | +68.9% | +289.4% | +165.1% |
| All | +2,171.4% | +396.5% | +1,774.9% | +668.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling