+2,105.4%
FIX vs TECK
+200.8%
+1,904.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +6.0% | -0.3% | +6.4% | +6.1% |
| 30D | -7.2% | +4.6% | -11.9% | -8.7% |
| 3M | -15.9% | +2.8% | -18.7% | -16.9% |
| 6M | +12.7% | +24.9% | -12.2% | +5.1% |
| YTD | +72.8% | +44.7% | +28.0% | +54.5% |
| 1Y | +122.9% | +112.0% | +10.9% | +79.9% |
| 3Y | +774.3% | +67.6% | +706.7% | +636.2% |
| All | +2,105.4% | +200.8% | +1,904.6% | +1,563.5% |
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