+34.3%
FANG vs TECK
+59.3%
-25.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.3% | -9.2% | -4.3% |
| 7D | -11.3% | +2.3% | -13.6% | -10.9% |
| 30D | -0.7% | -5.0% | +4.4% | -1.1% |
| 3M | -4.2% | -0.3% | -3.9% | -3.8% |
| 6M | -13.5% | +13.9% | -27.3% | -10.6% |
| YTD | +23.7% | +35.2% | -11.5% | +29.0% |
| 1Y | +34.3% | +57.5% | -23.2% | +40.3% |
| All | +34.3% | +59.3% | -25.0% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling