-97.0%
FCEL vs TECK
+130.0%
-227.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -3.9% | -4.5% |
| 7D | -2.8% | -0.4% | -2.4% | -2.2% |
| 30D | -31.6% | -7.1% | -24.5% | -27.7% |
| 3M | -52.4% | -5.5% | -46.9% | -49.8% |
| 6M | -51.4% | -9.7% | -41.7% | -45.6% |
| YTD | +32.4% | +26.3% | +6.2% | +22.8% |
| 1Y | +37.5% | +44.4% | -6.9% | +18.2% |
| 3Y | -69.3% | +70.1% | -139.3% | -75.7% |
| All | -97.0% | +130.0% | -227.0% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling