+70.0%
FDX vs TECK
+134.3%
-64.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.7% | -2.9% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | +6.6% | -7.5% | +14.1% | +8.1% |
| 3M | -2.1% | -8.4% | +6.4% | -0.8% |
| 6M | +2.2% | -2.2% | +4.4% | +1.4% |
| YTD | +33.9% | +26.8% | +7.1% | +25.2% |
| 1Y | +50.2% | +46.5% | +3.7% | +36.0% |
| 3Y | +65.5% | +69.0% | -3.5% | +41.8% |
| All | +70.0% | +134.3% | -64.2% | +29.9% |
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