-83.0%
FRMI vs TECK
+59.7%
-142.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -1.1% |
| 7D | +15.9% | +4.9% | +11.1% | +11.4% |
| 30D | -6.0% | +5.2% | -11.1% | -9.7% |
| 3M | -1.6% | +13.8% | -15.4% | -12.5% |
| 6M | -30.7% | +38.5% | -69.2% | -48.9% |
| YTD | -30.9% | +47.3% | -78.2% | -50.8% |
| All | -83.0% | +59.7% | -142.7% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling