+187.3%
TECK vs DG
+606.1%
-418.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | -0.3% | +8.4% | -8.7% | -1.9% |
| 30D | +4.6% | +4.9% | -0.3% | +3.6% |
| 3M | +2.8% | +29.3% | -26.5% | -2.7% |
| 6M | +24.9% | -11.3% | +36.2% | +27.0% |
| YTD | +44.7% | +1.8% | +43.0% | +43.3% |
| 1Y | +112.0% | +25.3% | +86.6% | +100.5% |
| 3Y | +67.6% | +9.1% | +58.5% | +57.3% |
| 5Y | +200.3% | -34.9% | +235.2% | +214.0% |
| 10Y | +358.2% | +108.2% | +250.1% | +235.3% |
| All | +187.3% | +606.1% | -418.8% | +12.1% |
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