-83.4%
FRMI vs TECK
+49.6%
-133.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.3% | +3.8% | +3.2% |
| 7D | +10.9% | -4.2% | +15.1% | +15.4% |
| 30D | -24.3% | -0.4% | -23.9% | -23.7% |
| 3M | -21.8% | +10.1% | -31.9% | -28.0% |
| 6M | -33.0% | +26.0% | -59.0% | -46.2% |
| YTD | -32.6% | +38.0% | -70.7% | -49.3% |
| All | -83.4% | +49.6% | -133.1% | -87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling