+375.9%
FE vs TECK
+2,028.7%
-1,652.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.0% | -6.6% | -0.3% |
| 7D | -1.1% | +3.1% | -4.2% | -1.5% |
| 30D | +4.6% | -5.0% | +9.6% | +5.1% |
| 3M | -0.8% | -2.6% | +1.8% | -0.8% |
| 6M | +7.3% | 0.0% | +7.3% | +6.5% |
| YTD | +8.3% | +35.6% | -27.3% | +3.5% |
| 1Y | +5.7% | +58.1% | -52.4% | -0.9% |
| 3Y | +49.0% | +93.3% | -44.3% | +33.9% |
| 5Y | +49.2% | +153.7% | -104.5% | +26.4% |
| 10Y | +110.7% | +226.7% | -116.0% | +59.6% |
| All | +375.9% | +2,028.7% | -1,652.7% | +187.6% |
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