+118.1%
FN vs TECK
+84.1%
+34.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.3% | +4.6% | +5.2% |
| 7D | +8.0% | -1.2% | +9.2% | +9.4% |
| 30D | -19.1% | -5.7% | -13.4% | -16.1% |
| 3M | -29.8% | -3.6% | -26.2% | -28.4% |
| 6M | -43.2% | -2.2% | -41.0% | -42.5% |
| YTD | -18.9% | +33.6% | -52.5% | -30.6% |
| 1Y | -17.9% | +49.0% | -66.8% | -33.2% |
| All | +118.1% | +84.1% | +34.0% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling