+42.4%
FCEL vs TECK
+59.3%
-16.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.3% | -10.3% | -10.5% |
| 7D | -14.9% | +2.3% | -17.1% | -17.5% |
| 30D | -41.7% | -5.0% | -36.6% | -38.3% |
| 3M | -53.2% | -0.3% | -52.9% | -52.7% |
| 6M | -19.0% | +13.9% | -32.9% | -21.9% |
| YTD | +44.2% | +35.2% | +9.0% | +26.5% |
| 1Y | +42.4% | +57.5% | -15.1% | +12.8% |
| All | +42.4% | +59.3% | -16.9% | +12.8% |
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