+794.1%
FN vs TECK
+211.9%
+582.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.8% | -1.9% | -3.8% |
| 7D | -4.1% | +1.7% | -5.8% | -4.3% |
| 30D | -28.3% | -7.6% | -20.7% | -26.1% |
| 3M | -33.9% | -5.9% | -28.0% | -32.4% |
| 6M | -43.9% | -2.8% | -41.1% | -43.2% |
| YTD | -23.4% | +31.8% | -55.3% | -29.8% |
| 1Y | -25.4% | +49.1% | -74.5% | -34.0% |
| 3Y | +107.9% | +83.0% | +24.9% | +71.1% |
| 5Y | +195.1% | +150.6% | +44.5% | +109.2% |
| 10Y | +794.1% | +219.0% | +575.1% | +406.4% |
| All | +794.1% | +211.9% | +582.2% | +406.4% |
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