+8.1%
FPS vs TECK
+26.8%
-18.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.0% | +2.2% |
| 7D | +3.1% | -0.3% | +3.5% | +3.4% |
| 30D | -18.6% | +4.6% | -23.2% | -21.4% |
| 3M | -51.5% | +2.8% | -54.3% | -53.1% |
| 6M | -8.5% | +24.9% | -33.4% | -21.4% |
| All | +8.1% | +26.8% | -18.7% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling