+182.1%
FSLY vs TECK
+108.8%
+73.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | -10.6% | -0.3% | -10.3% | -10.5% |
| 30D | -20.9% | +4.6% | -25.5% | -21.7% |
| 3M | +3.4% | +2.8% | +0.6% | +2.6% |
| 6M | +2.7% | +24.9% | -22.2% | -3.5% |
| YTD | +102.3% | +44.7% | +57.5% | +78.1% |
| 1Y | +182.1% | +112.0% | +70.1% | +130.4% |
| All | +182.1% | +108.8% | +73.3% | +130.4% |
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