+50.0%
FDX vs TECK
+42.2%
+7.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.3% |
| 7D | +0.8% | +2.1% | -1.3% | +0.4% |
| 30D | +9.9% | -8.9% | +18.8% | +11.5% |
| 3M | -1.9% | -7.1% | +5.2% | -1.1% |
| 6M | +6.1% | -7.0% | +13.1% | +6.3% |
| YTD | +38.8% | +28.3% | +10.4% | +29.5% |
| 1Y | +50.0% | +40.6% | +9.4% | +38.7% |
| All | +50.0% | +42.2% | +7.8% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling