+755.5%
FN vs TECK
+203.4%
+552.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.2% | -2.8% |
| 7D | +20.8% | +2.1% | +18.6% | +20.2% |
| 30D | -17.3% | -8.9% | -8.4% | -14.3% |
| 3M | -38.1% | -7.1% | -31.0% | -36.5% |
| 6M | -44.2% | -7.0% | -37.2% | -42.7% |
| YTD | -22.3% | +28.3% | -50.6% | -28.0% |
| 1Y | -20.9% | +40.6% | -61.5% | -28.6% |
| 3Y | +111.1% | +78.2% | +32.9% | +75.3% |
| 5Y | +191.8% | +129.5% | +62.3% | +112.7% |
| All | +755.5% | +203.4% | +552.0% | +391.2% |
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