+107.2%
FAST vs TECK
+200.8%
-93.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.7% |
| 7D | -0.4% | -0.3% | 0.0% | -0.3% |
| 30D | -0.8% | +4.6% | -5.4% | -1.3% |
| 3M | +5.8% | +2.8% | +2.9% | +5.2% |
| 6M | +8.0% | +24.9% | -16.9% | +4.7% |
| YTD | +25.6% | +44.7% | -19.1% | +19.6% |
| 1Y | +0.8% | +112.0% | -111.2% | -8.4% |
| 3Y | +86.1% | +67.6% | +18.5% | +70.5% |
| All | +107.2% | +200.8% | -93.7% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling