+86.3%
FOXA vs TECK
+253.0%
-166.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.7% |
| 7D | -5.4% | +4.9% | -10.3% | -6.2% |
| 30D | +1.1% | +5.2% | -4.1% | +0.1% |
| 3M | -6.1% | +13.8% | -19.9% | -8.9% |
| 6M | +8.2% | +38.5% | -30.3% | +0.5% |
| YTD | -11.8% | +47.3% | -59.1% | -19.6% |
| 1Y | +9.9% | +81.0% | -71.1% | -4.3% |
| 3Y | +110.7% | +79.9% | +30.9% | +77.6% |
| 5Y | +86.9% | +207.9% | -120.9% | +31.8% |
| All | +86.3% | +253.0% | -166.7% | +2.9% |
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