+208.6%
FSLY vs TECK
+76.8%
+131.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +7.9% | +6.3% |
| 7D | +11.2% | +4.9% | +6.3% | +9.7% |
| 30D | -18.2% | +5.2% | -23.4% | -19.3% |
| 3M | +21.9% | +13.8% | +8.1% | +17.4% |
| 6M | +4.0% | +38.5% | -34.5% | -3.6% |
| YTD | +123.1% | +47.3% | +75.7% | +91.4% |
| All | +208.6% | +76.8% | +131.8% | +142.8% |
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