+164.3%
FSLY vs TECK
+59.3%
+105.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -1.3% |
| 7D | -22.2% | +2.3% | -24.4% | -22.6% |
| 30D | -19.1% | -5.0% | -14.1% | -18.0% |
| 3M | -15.7% | -0.3% | -15.4% | -15.7% |
| 6M | -23.5% | +13.9% | -37.3% | -23.7% |
| YTD | +106.6% | +35.2% | +71.4% | +83.5% |
| 1Y | +164.3% | +57.5% | +106.7% | +117.8% |
| All | +164.3% | +59.3% | +105.0% | +117.8% |
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