+72.5%
TECK vs DRI
+54.1%
+18.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.6% | -1.8% |
| 7D | +4.9% | -4.8% | +9.7% | +6.5% |
| 30D | +5.2% | -3.9% | +9.1% | +6.4% |
| 3M | +13.8% | +5.1% | +8.7% | +11.4% |
| 6M | +38.5% | +5.5% | +33.0% | +35.0% |
| YTD | +47.3% | +16.5% | +30.9% | +37.5% |
| 1Y | +81.0% | +2.0% | +79.0% | +77.1% |
| All | +72.5% | +54.1% | +18.3% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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