+191.8%
FN vs TECK
+131.7%
+60.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.2% | -2.6% |
| 7D | +20.8% | +2.1% | +18.6% | +20.2% |
| 30D | -17.3% | -8.9% | -8.4% | -13.9% |
| 3M | -38.1% | -7.1% | -31.0% | -36.2% |
| 6M | -44.2% | -7.0% | -37.2% | -42.6% |
| YTD | -22.3% | +28.3% | -50.6% | -28.5% |
| 1Y | -20.9% | +40.6% | -61.5% | -29.2% |
| 3Y | +111.1% | +78.2% | +32.9% | +75.2% |
| 5Y | +191.8% | +129.5% | +62.3% | +128.6% |
| All | +191.8% | +131.7% | +60.1% | +128.6% |
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