-5.3%
FSLY vs TECK
+244.9%
-250.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.3% | +1.8% |
| 7D | +7.5% | -4.2% | +11.8% | +8.8% |
| 30D | -21.1% | -0.4% | -20.7% | -21.2% |
| 3M | +21.8% | +10.1% | +11.6% | +17.5% |
| 6M | -0.1% | +26.0% | -26.1% | -7.2% |
| YTD | +123.1% | +38.0% | +85.0% | +99.5% |
| 1Y | +208.6% | +63.8% | +144.8% | +161.8% |
| 3Y | -1.3% | +68.5% | -69.8% | -18.5% |
| 5Y | -48.4% | +179.2% | -227.5% | -62.3% |
| All | -5.3% | +244.9% | -250.2% | -37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling