+3.1%
FERG vs TECK
+59.3%
-56.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.3% | -1.6% | +1.7% |
| 7D | +7.7% | +2.3% | +5.5% | +7.1% |
| 30D | +11.5% | -5.0% | +16.5% | +12.7% |
| 3M | -2.4% | -0.3% | -2.1% | -2.6% |
| 6M | -4.0% | +13.9% | -17.8% | -8.7% |
| YTD | +13.4% | +35.2% | -21.9% | +1.5% |
| 1Y | +3.1% | +57.5% | -54.5% | -13.3% |
| All | +3.1% | +59.3% | -56.2% | -13.3% |
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 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