+72.5%
TECK vs DG
+4.6%
+67.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -2.2% |
| 7D | +4.9% | -4.8% | +9.7% | +5.0% |
| 30D | +5.2% | +1.8% | +3.4% | +5.1% |
| 3M | +13.8% | +14.5% | -0.7% | +12.8% |
| 6M | +38.5% | -13.6% | +52.0% | +39.4% |
| YTD | +47.3% | -4.8% | +52.2% | +48.0% |
| 1Y | +81.0% | +21.6% | +59.4% | +80.8% |
| All | +72.5% | +4.6% | +67.8% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling