+531.8%
FAST vs TECK
+211.9%
+319.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.9% |
| 7D | +4.8% | +1.7% | +3.1% | +4.5% |
| 30D | +8.6% | -7.6% | +16.2% | +9.8% |
| 3M | +5.7% | -5.9% | +11.6% | +6.3% |
| 6M | +25.5% | -2.8% | +28.3% | +24.9% |
| YTD | +39.6% | +31.8% | +7.8% | +31.4% |
| 1Y | +35.5% | +49.1% | -13.6% | +24.9% |
| 3Y | +96.2% | +83.0% | +13.2% | +69.9% |
| 5Y | +110.2% | +150.6% | -40.4% | +64.4% |
| 10Y | +531.8% | +219.0% | +312.9% | +322.8% |
| All | +531.8% | +211.9% | +319.9% | +322.8% |
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