+179.2%
TECK vs DG
-39.4%
+218.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.3% | -5.0% | -6.2% |
| 7D | -4.2% | -6.3% | +2.1% | -3.8% |
| 30D | -0.4% | +2.4% | -2.8% | -0.6% |
| 3M | +10.1% | +12.4% | -2.3% | +8.8% |
| 6M | +26.0% | -14.9% | +40.9% | +27.4% |
| YTD | +38.0% | -6.1% | +44.1% | +38.6% |
| 1Y | +63.8% | +17.9% | +45.9% | +61.9% |
| 3Y | +68.5% | +3.1% | +65.4% | +67.6% |
| 5Y | +179.2% | -38.7% | +217.8% | +197.5% |
| All | +179.2% | -39.4% | +218.6% | +197.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling