+68.4%
FITB vs TECK
+213.6%
-145.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | 0.0% |
| 7D | -0.4% | +4.9% | -5.3% | -1.6% |
| 30D | -5.1% | +5.2% | -10.3% | -6.5% |
| 3M | +3.5% | +13.8% | -10.3% | -0.5% |
| 6M | +17.2% | +38.5% | -21.3% | +6.2% |
| YTD | +17.6% | +47.3% | -29.7% | +4.2% |
| 1Y | +23.4% | +81.0% | -57.6% | +2.8% |
| 3Y | +129.7% | +79.9% | +49.9% | +83.8% |
| 5Y | +68.4% | +207.9% | -139.4% | +12.1% |
| All | +68.4% | +213.6% | -145.2% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling