+81.4%
FITB vs TECK
+2,265.7%
-2,184.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.8% | -1.9% |
| 7D | +2.8% | +7.8% | -4.9% | +0.5% |
| 30D | -4.5% | +8.3% | -12.8% | -7.0% |
| 3M | +5.7% | +16.1% | -10.4% | 0.0% |
| 6M | +17.1% | +42.9% | -25.7% | +3.1% |
| YTD | +18.3% | +50.8% | -32.4% | +1.8% |
| 1Y | +23.9% | +106.1% | -82.2% | -4.0% |
| 3Y | +131.1% | +84.0% | +47.1% | +78.5% |
| 5Y | +71.1% | +223.5% | -152.4% | +5.0% |
| 10Y | +283.9% | +378.1% | -94.2% | +82.5% |
| All | +81.4% | +2,265.7% | -2,184.3% | -42.9% |
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