+891.0%
FDX vs TECK
+1,968.8%
-1,077.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.7% |
| 7D | +0.5% | +1.7% | -1.2% | +0.1% |
| 30D | +9.5% | -7.6% | +17.2% | +11.0% |
| 3M | -1.3% | -5.9% | +4.5% | -0.6% |
| 6M | +5.5% | -2.8% | +8.4% | +5.1% |
| YTD | +38.9% | +31.8% | +7.0% | +29.7% |
| 1Y | +58.8% | +49.1% | +9.7% | +44.7% |
| 3Y | +71.1% | +83.0% | -11.9% | +46.9% |
| 5Y | +76.3% | +150.6% | -74.3% | +37.5% |
| 10Y | +153.4% | +219.0% | -65.5% | +71.5% |
| All | +891.0% | +1,968.8% | -1,077.8% | +395.4% |
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