+37.4%
FAST vs TECK
+50.8%
-13.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.0% |
| 7D | +4.3% | -1.2% | +5.5% | +4.3% |
| 30D | +8.3% | -5.7% | +14.0% | +8.8% |
| 3M | +6.5% | -3.6% | +10.1% | +6.6% |
| 6M | +29.5% | -2.2% | +31.7% | +29.1% |
| YTD | +41.3% | +33.6% | +7.7% | +32.0% |
| 1Y | +37.4% | +49.0% | -11.6% | +26.4% |
| All | +37.4% | +50.8% | -13.4% | +26.4% |
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