+2,599.1%
FTI vs TECK
+2,265.7%
+333.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.2% | -6.3% | -3.7% |
| 7D | -0.2% | +7.8% | -7.9% | -3.0% |
| 30D | +12.3% | +8.3% | +4.1% | +8.7% |
| 3M | +13.8% | +16.1% | -2.3% | +6.1% |
| 6M | +24.3% | +42.9% | -18.6% | +5.5% |
| YTD | +75.8% | +50.8% | +25.0% | +45.2% |
| 1Y | +99.6% | +106.1% | -6.4% | +44.5% |
| 3Y | +278.4% | +84.0% | +194.4% | +174.8% |
| 5Y | +1,168.7% | +223.5% | +945.2% | +617.4% |
| 10Y | +297.5% | +378.1% | -80.6% | +76.8% |
| All | +2,599.1% | +2,265.7% | +333.3% | +708.4% |
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