+3,343.9%
FAST vs TECK
+2,171.4%
+1,172.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.6% |
| 3M | +5.8% | +2.8% | +2.9% | +4.7% |
| 6M | +8.0% | +24.9% | -16.9% | +3.0% |
| YTD | +25.6% | +44.7% | -19.1% | +16.4% |
| 1Y | +0.8% | +112.0% | -111.2% | -13.2% |
| 3Y | +86.1% | +67.6% | +18.5% | +62.7% |
| 5Y | +100.2% | +200.3% | -100.1% | +51.6% |
| 10Y | +494.2% | +358.2% | +136.0% | +276.5% |
| All | +3,343.9% | +2,171.4% | +1,172.5% | +1,818.4% |
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 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