-100.0%
FCEL vs TECK
+1,881.2%
-1,981.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -3.9% | -4.9% |
| 7D | -2.8% | -0.4% | -2.4% | -2.4% |
| 30D | -31.6% | -7.1% | -24.5% | -29.2% |
| 3M | -52.4% | -5.5% | -46.9% | -50.7% |
| 6M | -51.4% | -9.7% | -41.7% | -47.4% |
| YTD | +32.4% | +26.3% | +6.2% | +26.0% |
| 1Y | +37.5% | +44.4% | -6.9% | +24.2% |
| 3Y | -69.3% | +70.1% | -139.3% | -73.8% |
| 5Y | -97.1% | +125.8% | -222.9% | -97.9% |
| 10Y | -99.1% | +200.6% | -299.7% | -99.5% |
| All | -100.0% | +1,881.2% | -1,981.2% | -100.0% |
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