+61.6%
TECK vs DVA
+89.4%
-27.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.9% | -5.4% | -6.2% |
| 7D | -4.2% | -0.2% | -4.1% | -4.2% |
| 30D | -0.4% | +1.7% | -2.0% | -0.7% |
| 3M | +10.1% | -8.7% | +18.8% | +10.7% |
| 6M | +26.0% | +19.7% | +6.3% | +19.2% |
| YTD | +38.0% | +59.6% | -21.6% | +21.8% |
| 1Y | +63.8% | +37.1% | +26.7% | +48.8% |
| All | +61.6% | +89.4% | -27.8% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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