-14.2%
FSLY vs TECK
+261.6%
-275.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.0% |
| 3M | +3.4% | +2.8% | +0.6% | +2.0% |
| 6M | +2.7% | +24.9% | -22.2% | -4.3% |
| YTD | +102.3% | +44.7% | +57.5% | +78.6% |
| 1Y | +182.1% | +112.0% | +70.1% | +121.8% |
| 3Y | -14.6% | +67.6% | -82.2% | -29.4% |
| 5Y | -55.9% | +200.3% | -256.3% | -68.4% |
| All | -14.2% | +261.6% | -275.8% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling