+6.9%
FPS vs TECK
+29.1%
-22.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -2.4% |
| 7D | +5.3% | +4.9% | +0.5% | +1.9% |
| 30D | -17.6% | +5.2% | -22.8% | -20.7% |
| 3M | -45.8% | +13.8% | -59.6% | -51.1% |
| 6M | -10.1% | +38.5% | -48.6% | -28.7% |
| All | +6.9% | +29.1% | -22.2% | -12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling