+175.6%
FN vs TECK
+130.0%
+45.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.6% | -5.7% | -6.7% |
| 7D | +0.3% | -0.4% | +0.7% | +0.7% |
| 30D | -16.5% | -7.1% | -9.4% | -13.7% |
| 3M | -42.1% | -5.5% | -36.6% | -40.6% |
| 6M | -52.9% | -9.7% | -43.2% | -50.9% |
| YTD | -28.0% | +26.3% | -54.2% | -33.3% |
| 1Y | -18.5% | +44.4% | -62.9% | -27.6% |
| 3Y | +93.9% | +70.1% | +23.8% | +63.1% |
| All | +175.6% | +130.0% | +45.7% | +115.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling