+93.1%
FOXA vs TECK
+180.1%
-87.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.3% | +1.1% |
| 7D | +0.8% | -3.8% | +4.6% | +1.2% |
| 30D | +5.0% | +0.7% | +4.3% | +4.9% |
| 3M | -3.0% | +4.6% | -7.6% | -3.9% |
| 6M | +14.8% | +25.1% | -10.4% | +10.7% |
| YTD | -8.9% | +39.2% | -48.1% | -13.9% |
| 1Y | +13.3% | +60.3% | -47.0% | +4.6% |
| 3Y | +115.4% | +62.9% | +52.5% | +92.9% |
| All | +93.1% | +180.1% | -87.0% | +57.4% |
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 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