-25.4%
FN vs TECK
+48.4%
-73.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.8% | -1.9% | -3.0% |
| 7D | -4.1% | +1.7% | -5.8% | -4.5% |
| 30D | -28.3% | -7.6% | -20.7% | -24.4% |
| 3M | -33.9% | -5.9% | -28.0% | -31.4% |
| 6M | -43.9% | -2.8% | -41.1% | -43.1% |
| YTD | -23.4% | +31.8% | -55.3% | -36.6% |
| 1Y | -25.4% | +49.1% | -74.5% | -44.7% |
| All | -25.4% | +48.4% | -73.8% | -44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling