+196.9%
TECK vs DG
+105.2%
+91.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | -7.1% | +3.2% | -10.3% | -7.6% |
| 3M | -5.5% | +10.4% | -15.9% | -7.0% |
| 6M | -9.7% | +33.2% | -42.9% | -14.2% |
| YTD | +26.3% | +3.0% | +23.3% | +25.0% |
| 1Y | +44.4% | +31.2% | +13.2% | +37.5% |
| 3Y | +70.1% | +21.8% | +48.2% | +58.7% |
| 5Y | +125.8% | -35.0% | +160.8% | +140.4% |
| All | +196.9% | +105.2% | +91.7% | +116.3% |
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