+743.6%
FN vs TECK
+212.7%
+530.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.9% | +10.7% | +11.4% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -34.3% | -7.5% | -26.8% | -32.4% |
| 3M | -39.9% | -8.4% | -31.4% | -38.1% |
| 6M | -51.8% | -2.2% | -49.6% | -51.4% |
| YTD | -28.1% | +26.8% | -55.0% | -33.4% |
| 1Y | -29.1% | +46.5% | -75.6% | -36.9% |
| 3Y | +102.4% | +69.0% | +33.4% | +70.0% |
| 5Y | +171.7% | +138.8% | +32.9% | +95.1% |
| All | +743.6% | +212.7% | +530.8% | +371.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling