+4.7%
FAST vs TECK
+104.7%
-100.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -0.7% |
| 7D | +1.3% | +7.8% | -6.5% | +0.8% |
| 30D | -4.7% | +8.3% | -13.0% | -5.3% |
| 3M | +7.9% | +16.1% | -8.1% | +6.8% |
| 6M | +7.4% | +42.9% | -35.4% | +4.2% |
| YTD | +25.1% | +50.8% | -25.7% | +21.4% |
| 1Y | +4.7% | +106.1% | -101.4% | +2.4% |
| All | +4.7% | +104.7% | -100.0% | +2.4% |
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