+351.3%
FERG vs TECK
+377.7%
-26.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -2.6% | -3.8% | +1.3% | -2.2% |
| 30D | -8.9% | +0.7% | -9.6% | -9.0% |
| 3M | -2.0% | +4.6% | -6.7% | -2.8% |
| 6M | -3.2% | +25.1% | -28.3% | -6.1% |
| YTD | +1.5% | +39.2% | -37.7% | -2.8% |
| 1Y | +0.5% | +60.3% | -59.8% | -5.4% |
| 3Y | +50.4% | +62.9% | -12.5% | +39.7% |
| 5Y | +68.7% | +181.5% | -112.8% | +50.6% |
| All | +351.3% | +377.7% | -26.4% | +313.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling