+2,212.2%
TECK vs DVA
+2,539.6%
-327.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.9% |
| 7D | +4.9% | +2.0% | +2.9% | +4.0% |
| 30D | +5.2% | -0.4% | +5.6% | +5.2% |
| 3M | +13.8% | -7.7% | +21.5% | +15.6% |
| 6M | +38.5% | +20.0% | +18.5% | +24.4% |
| YTD | +47.3% | +61.1% | -13.7% | +14.7% |
| 1Y | +81.0% | +33.9% | +47.1% | +51.9% |
| 3Y | +79.9% | +91.5% | -11.7% | +22.0% |
| 5Y | +207.9% | +41.8% | +166.1% | +127.6% |
| 10Y | +389.5% | +187.5% | +202.0% | +129.1% |
| All | +2,212.2% | +2,539.6% | -327.4% | +551.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling