-17.5%
FN vs TECK
+48.0%
-65.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.3% | +4.6% | +5.0% |
| 7D | +8.0% | -1.2% | +9.2% | +9.6% |
| 30D | -19.1% | -5.7% | -13.4% | -15.7% |
| 3M | -29.8% | -3.6% | -26.2% | -28.3% |
| 6M | -43.2% | -2.2% | -41.0% | -42.6% |
| YTD | -18.9% | +33.6% | -52.5% | -33.7% |
| All | -17.5% | +48.0% | -65.5% | -37.8% |
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