+349.0%
TECK vs DG
+101.8%
+247.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | -3.8% | -6.5% | +2.6% | -2.9% |
| 30D | +0.7% | +4.2% | -3.4% | 0.0% |
| 3M | +4.6% | +9.5% | -4.9% | +2.7% |
| 6M | +25.1% | -13.1% | +38.3% | +27.2% |
| YTD | +39.2% | -4.8% | +44.0% | +39.6% |
| 1Y | +60.3% | +20.6% | +39.7% | +54.6% |
| 3Y | +62.9% | +4.9% | +58.0% | +56.3% |
| 5Y | +181.5% | -37.9% | +219.3% | +200.0% |
| All | +349.0% | +101.8% | +247.3% | +231.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling