+896.5%
FDX vs TECK
+2,171.4%
-1,274.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -2.5% | -0.3% | -2.2% | -2.5% |
| 30D | +3.8% | +4.6% | -0.8% | +2.8% |
| 3M | -1.3% | +2.8% | -4.1% | -2.3% |
| 6M | +5.0% | +24.9% | -19.9% | -0.2% |
| YTD | +39.6% | +44.7% | -5.1% | +28.6% |
| 1Y | +81.1% | +112.0% | -30.9% | +54.4% |
| 3Y | +63.0% | +67.6% | -4.5% | +42.3% |
| 5Y | +65.6% | +200.3% | -134.7% | +24.6% |
| 10Y | +183.4% | +358.2% | -174.9% | +79.7% |
| All | +896.5% | +2,171.4% | -1,274.9% | +391.2% |
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