+0.5%
FERG vs TECK
+66.9%
-66.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -2.6% | -3.8% | +1.3% | -1.9% |
| 30D | -8.9% | +0.7% | -9.6% | -9.1% |
| 3M | -2.0% | +4.6% | -6.7% | -3.2% |
| 6M | -3.2% | +25.1% | -28.3% | -9.0% |
| YTD | +1.5% | +39.2% | -37.7% | -4.9% |
| 1Y | +0.5% | +60.3% | -59.8% | -5.1% |
| All | +0.5% | +66.9% | -66.5% | -5.1% |
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