+64.4%
FDX vs TECK
+207.5%
-143.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -3.4% |
| 7D | -3.3% | +7.8% | -11.1% | -4.7% |
| 30D | -1.4% | +8.3% | -9.7% | -3.0% |
| 3M | -4.5% | +16.1% | -20.6% | -7.6% |
| 6M | +9.4% | +42.9% | -33.4% | +1.2% |
| YTD | +36.0% | +50.8% | -14.7% | +24.1% |
| 1Y | +75.5% | +106.1% | -30.6% | +50.0% |
| 3Y | +62.8% | +84.0% | -21.2% | +38.9% |
| 5Y | +64.4% | +223.5% | -159.1% | +43.3% |
| All | +64.4% | +207.5% | -143.1% | +43.3% |
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