-60.3%
FCEL vs TECK
+75.5%
-135.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.3% | -4.4% | -4.9% |
| 7D | +15.1% | +4.9% | +10.2% | +11.4% |
| 30D | -16.4% | +5.2% | -21.6% | -19.4% |
| 3M | -5.3% | +13.8% | -19.1% | -12.4% |
| 6M | +124.5% | +38.5% | +86.0% | +84.4% |
| YTD | +126.7% | +47.3% | +79.3% | +78.6% |
| 1Y | +219.9% | +81.0% | +138.9% | +118.5% |
| All | -60.3% | +75.5% | -135.8% | -73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling