+38.5%
FAST vs TECK
+42.2%
-3.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.5% |
| 7D | +5.0% | +2.1% | +2.9% | +4.7% |
| 30D | +8.6% | -8.9% | +17.5% | +9.5% |
| 3M | +6.9% | -7.1% | +14.0% | +7.4% |
| 6M | +29.6% | -7.0% | +36.6% | +29.9% |
| YTD | +41.4% | +28.3% | +13.1% | +32.6% |
| 1Y | +38.5% | +40.6% | -2.0% | +28.0% |
| All | +38.5% | +42.2% | -3.7% | +28.0% |
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