+547.9%
FAST vs TECK
+221.5%
+326.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.0% | -4.0% | +1.9% |
| 7D | +3.8% | +3.1% | +0.8% | +3.3% |
| 30D | +8.1% | -5.0% | +13.0% | +8.7% |
| 3M | +5.8% | -2.6% | +8.4% | +5.9% |
| 6M | +24.9% | 0.0% | +24.9% | +23.8% |
| YTD | +38.9% | +35.6% | +3.3% | +30.2% |
| 1Y | +36.5% | +58.1% | -21.6% | +24.6% |
| 3Y | +98.1% | +93.3% | +4.8% | +70.1% |
| 5Y | +109.3% | +153.7% | -44.4% | +63.5% |
| 10Y | +547.9% | +226.7% | +321.2% | +332.7% |
| All | +547.9% | +221.5% | +326.4% | +332.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling