-47.3%
FSLY vs TECK
+180.1%
-227.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.7% |
| 7D | +12.5% | -3.8% | +16.3% | +14.0% |
| 30D | -18.8% | +0.7% | -19.6% | -19.3% |
| 3M | +22.7% | +4.6% | +18.1% | +19.4% |
| 6M | -3.7% | +25.1% | -28.8% | -12.6% |
| YTD | +127.5% | +39.2% | +88.3% | +94.3% |
| 1Y | +193.5% | +60.3% | +133.2% | +135.4% |
| 3Y | -1.3% | +62.9% | -64.2% | -24.4% |
| All | -47.3% | +180.1% | -227.4% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling