-100.0%
FCEL vs TECK
+2,171.4%
-2,271.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -15.8% | -0.3% | -15.5% | -15.7% |
| 30D | -29.3% | +4.6% | -33.9% | -30.5% |
| 3M | -30.1% | +2.8% | -33.0% | -29.5% |
| 6M | +74.4% | +24.9% | +49.5% | +64.1% |
| YTD | +104.5% | +44.7% | +59.8% | +82.1% |
| 1Y | +281.4% | +112.0% | +169.4% | +195.8% |
| 3Y | -66.1% | +67.6% | -133.7% | -71.6% |
| 5Y | -91.9% | +200.3% | -292.2% | -94.6% |
| 10Y | -99.2% | +358.2% | -457.4% | -99.6% |
| All | -100.0% | +2,171.4% | -2,271.4% | -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