+372.7%
FE vs TECK
+2,171.4%
-1,798.7%
-55.7%
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 | +1.9% | -0.3% | +2.3% | +2.0% |
| 30D | -1.2% | +4.6% | -5.8% | -1.7% |
| 3M | +3.5% | +2.8% | +0.6% | +2.8% |
| 6M | -6.1% | +24.9% | -31.0% | -9.0% |
| YTD | +7.6% | +44.7% | -37.1% | +2.3% |
| 1Y | +11.9% | +112.0% | -100.1% | +1.6% |
| 3Y | +48.4% | +67.6% | -19.2% | +35.7% |
| 5Y | +44.8% | +200.3% | -155.6% | +20.3% |
| 10Y | +115.9% | +358.2% | -242.3% | +56.9% |
| All | +372.7% | +2,171.4% | -1,798.7% | +184.3% |
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