+860.4%
FN vs TECK
+344.6%
+515.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | -1.7% | -0.3% | -1.3% | -1.6% |
| 30D | -22.0% | +4.6% | -26.6% | -23.1% |
| 3M | -43.0% | +2.8% | -45.8% | -43.4% |
| 6M | -27.7% | +24.9% | -52.6% | -32.4% |
| YTD | -10.5% | +44.7% | -55.3% | -20.5% |
| 1Y | +12.5% | +112.0% | -99.5% | -11.0% |
| 3Y | +153.8% | +67.6% | +86.2% | +111.3% |
| 5Y | +288.0% | +200.3% | +87.7% | +158.4% |
| All | +860.4% | +344.6% | +515.8% | +391.5% |
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 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