+47.5%
FITB vs TECK
+130.0%
-82.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | +2.8% | -0.4% | +3.2% | +2.8% |
| 30D | +9.8% | -7.1% | +16.9% | +11.5% |
| 3M | -5.2% | -5.5% | +0.3% | -4.4% |
| 6M | +17.3% | -9.7% | +27.0% | +18.6% |
| YTD | +19.3% | +26.3% | -7.0% | +9.1% |
| 1Y | +32.7% | +44.4% | -11.7% | +16.8% |
| 3Y | +141.6% | +70.1% | +71.5% | +93.9% |
| All | +47.5% | +130.0% | -82.5% | -6.3% |
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