-25.9%
FPS vs TECK
+15.5%
-41.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.8% | -2.1% | -2.6% |
| 7D | -20.9% | +1.7% | -22.5% | -21.3% |
| 30D | -46.3% | -7.6% | -38.7% | -42.2% |
| 3M | -42.9% | -5.9% | -37.0% | -39.5% |
| 6M | -46.8% | -2.8% | -44.0% | -45.8% |
| All | -25.9% | +15.5% | -41.4% | -33.0% |
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