+150.6%
TECK vs DG
+614.5%
-464.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.8% |
| 3M | -5.5% | +10.4% | -15.9% | -7.5% |
| 6M | -9.7% | +33.2% | -42.9% | -15.3% |
| YTD | +26.3% | +3.0% | +23.3% | +24.4% |
| 1Y | +44.4% | +31.2% | +13.2% | +35.3% |
| 3Y | +70.1% | +21.8% | +48.2% | +55.2% |
| 5Y | +125.8% | -35.0% | +160.8% | +136.2% |
| 10Y | +200.6% | +106.0% | +94.6% | +120.5% |
| All | +150.6% | +614.5% | -464.0% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling