-21.7%
FN vs TECK
+52.7%
-74.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +7.0% | +4.9% | +7.5% |
| 7D | +16.3% | +3.1% | +13.2% | +14.5% |
| 30D | -24.7% | -5.0% | -19.8% | -22.1% |
| 3M | -34.9% | -2.6% | -32.4% | -34.0% |
| 6M | -41.1% | 0.0% | -41.1% | -41.4% |
| YTD | -19.6% | +35.6% | -55.3% | -34.7% |
| All | -21.7% | +52.7% | -74.4% | -43.0% |
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