+1,335.0%
FERG vs TECK
+153.0%
+1,182.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.1% | -1.2% |
| 7D | +3.4% | +7.8% | -4.4% | +2.8% |
| 30D | -11.5% | +8.3% | -19.8% | -12.0% |
| 3M | +1.3% | +16.1% | -14.8% | 0.0% |
| 6M | -1.0% | +42.9% | -43.8% | -3.7% |
| YTD | +3.2% | +50.8% | -47.5% | -0.1% |
| 1Y | -3.0% | +106.1% | -109.0% | -8.2% |
| 3Y | +55.0% | +84.0% | -29.0% | +46.9% |
| 5Y | +72.6% | +223.5% | -150.8% | +59.3% |
| 10Y | +358.9% | +378.1% | -19.2% | +312.3% |
| All | +1,335.0% | +153.0% | +1,182.0% | +1,222.8% |
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