+11.6%
FE vs TECK
+104.7%
-93.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.8% | -0.6% |
| 7D | +0.6% | +7.8% | -7.1% | +0.7% |
| 30D | -2.1% | +8.3% | -10.4% | -2.0% |
| 3M | +2.6% | +16.1% | -13.4% | +2.9% |
| 6M | -6.8% | +42.9% | -49.6% | -7.0% |
| YTD | +6.9% | +50.8% | -43.9% | +6.5% |
| 1Y | +11.6% | +106.1% | -94.5% | +9.9% |
| All | +11.6% | +104.7% | -93.2% | +9.9% |
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 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