-99.1%
FCEL vs TECK
+377.7%
-476.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | +6.3% | -3.8% | +10.1% | +8.7% |
| 30D | -26.7% | +0.7% | -27.4% | -26.7% |
| 3M | -10.2% | +4.6% | -14.8% | -10.5% |
| 6M | +123.5% | +25.1% | +98.4% | +108.2% |
| YTD | +117.4% | +39.2% | +78.2% | +93.4% |
| 1Y | +146.0% | +60.3% | +85.6% | +105.0% |
| 3Y | -61.9% | +62.9% | -124.8% | -68.6% |
| 5Y | -90.5% | +181.5% | -272.0% | -93.9% |
| All | -99.1% | +377.7% | -476.8% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling