-8.4%
FSLY vs TECK
+79.6%
-88.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.2% | +0.2% | +2.7% |
| 7D | +3.5% | +7.8% | -4.3% | +0.4% |
| 30D | -6.4% | +8.3% | -14.7% | -9.4% |
| 3M | +10.9% | +16.1% | -5.2% | +3.4% |
| 6M | +6.7% | +42.9% | -36.1% | -8.8% |
| YTD | +111.1% | +50.8% | +60.3% | +70.8% |
| 1Y | +185.8% | +106.1% | +79.7% | +96.3% |
| All | -8.4% | +79.6% | -88.0% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling