+2,943.1%
FN vs TECK
+139.9%
+2,803.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.9% | +10.7% | +11.4% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -34.3% | -7.5% | -26.8% | -32.7% |
| 3M | -39.9% | -8.4% | -31.4% | -38.4% |
| 6M | -51.8% | -2.2% | -49.6% | -51.4% |
| YTD | -28.1% | +26.8% | -55.0% | -32.5% |
| 1Y | -29.1% | +46.5% | -75.6% | -35.7% |
| 3Y | +102.4% | +69.0% | +33.4% | +75.1% |
| 5Y | +171.7% | +138.8% | +32.9% | +106.5% |
| 10Y | +773.5% | +224.3% | +549.2% | +446.2% |
| All | +2,943.1% | +139.9% | +2,803.2% | +2,013.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling