+3,598.0%
FAST vs TECK
+1,890.1%
+1,707.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | +2.1% | -0.2% | +2.3% | +2.1% |
| 30D | +6.9% | -7.5% | +14.4% | +8.1% |
| 3M | +4.8% | -8.4% | +13.3% | +6.0% |
| 6M | +19.8% | -2.2% | +22.0% | +19.0% |
| YTD | +34.9% | +26.8% | +8.1% | +27.4% |
| 1Y | +32.8% | +46.5% | -13.7% | +22.1% |
| 3Y | +93.7% | +69.0% | +24.7% | +69.0% |
| 5Y | +105.3% | +138.8% | -33.5% | +61.8% |
| 10Y | +595.4% | +224.3% | +371.0% | +368.7% |
| All | +3,598.0% | +1,890.1% | +1,707.9% | +1,999.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling