+2,212.2%
TECK vs DTE
+988.6%
+1,223.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.6% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | +5.2% | -0.5% | +5.7% | +5.5% |
| 3M | +13.8% | -6.0% | +19.8% | +18.4% |
| 6M | +38.5% | -7.2% | +45.7% | +44.7% |
| YTD | +47.3% | +7.2% | +40.2% | +37.1% |
| 1Y | +81.0% | +4.1% | +76.9% | +72.1% |
| 3Y | +79.9% | +46.9% | +33.0% | +25.0% |
| 5Y | +207.9% | +32.9% | +175.0% | +124.9% |
| 10Y | +389.5% | +144.5% | +245.0% | +87.8% |
| All | +2,212.2% | +988.6% | +1,223.5% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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