+82.9%
FITB vs TECK
+1,881.2%
-1,798.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.6% |
| 7D | +2.8% | -0.4% | +3.2% | +2.8% |
| 30D | +9.8% | -7.1% | +16.9% | +11.9% |
| 3M | -5.2% | -5.5% | +0.3% | -4.2% |
| 6M | +17.3% | -9.7% | +27.0% | +18.8% |
| YTD | +19.3% | +26.3% | -7.0% | +7.7% |
| 1Y | +32.7% | +44.4% | -11.7% | +14.7% |
| 3Y | +141.6% | +70.1% | +71.5% | +90.4% |
| 5Y | +48.9% | +125.8% | -76.9% | +1.9% |
| 10Y | +216.5% | +200.6% | +15.9% | +73.3% |
| All | +82.9% | +1,881.2% | -1,798.3% | -39.6% |
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