+295.8%
FTI vs TECK
+377.7%
-81.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | -4.4% | -3.8% | -0.5% | -2.9% |
| 30D | +1.5% | +0.7% | +0.7% | +0.7% |
| 3M | +8.2% | +4.6% | +3.6% | +4.3% |
| 6M | +18.8% | +25.1% | -6.3% | +3.3% |
| YTD | +71.7% | +39.2% | +32.5% | +40.5% |
| 1Y | +90.0% | +60.3% | +29.7% | +43.5% |
| 3Y | +270.5% | +62.9% | +207.6% | +160.3% |
| 5Y | +1,084.5% | +181.5% | +903.1% | +489.5% |
| All | +295.8% | +377.7% | -81.9% | +43.1% |
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