+49.4%
FE vs TECK
+76.5%
-27.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | +1.9% | -0.3% | +2.3% | +1.9% |
| 30D | -1.2% | +4.6% | -5.8% | -1.2% |
| 3M | +3.5% | +2.8% | +0.6% | +3.5% |
| 6M | -6.1% | +24.9% | -31.0% | -6.5% |
| YTD | +7.6% | +44.7% | -37.1% | +6.8% |
| 1Y | +11.9% | +112.0% | -100.1% | +10.1% |
| All | +49.4% | +76.5% | -27.1% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling