+282.0%
FITB vs TECK
+373.8%
-91.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.3% | +6.8% | +2.4% |
| 7D | -1.0% | -4.2% | +3.3% | +0.2% |
| 30D | -5.5% | -0.4% | -5.1% | -5.7% |
| 3M | +4.1% | +10.1% | -6.0% | -0.1% |
| 6M | +18.7% | +26.0% | -7.3% | +8.0% |
| YTD | +18.2% | +38.0% | -19.9% | +3.6% |
| 1Y | +23.7% | +63.8% | -40.1% | +1.8% |
| 3Y | +130.8% | +68.5% | +62.2% | +79.4% |
| 5Y | +69.8% | +179.2% | -109.4% | +3.4% |
| All | +282.0% | +373.8% | -91.8% | +68.1% |
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 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