-84.3%
FRMI vs TECK
+56.9%
-141.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.4% | +4.9% | +5.0% |
| 7D | +2.4% | -0.3% | +2.7% | +2.8% |
| 30D | -17.3% | +4.6% | -21.9% | -20.5% |
| 3M | -17.2% | +2.8% | -20.0% | -19.5% |
| 6M | -43.4% | +24.9% | -68.3% | -53.9% |
| YTD | -36.0% | +44.7% | -80.7% | -53.9% |
| All | -84.3% | +56.9% | -141.2% | -88.8% |
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