+104.5%
FTNT vs TECK
+108.8%
-4.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.1% |
| 7D | -5.8% | -0.3% | -5.5% | -5.8% |
| 30D | -4.8% | +4.6% | -9.4% | -5.2% |
| 3M | +4.4% | +2.8% | +1.6% | +3.6% |
| 6M | +88.8% | +24.9% | +63.9% | +83.3% |
| YTD | +96.8% | +44.7% | +52.1% | +86.2% |
| 1Y | +104.5% | +112.0% | -7.5% | +89.9% |
| All | +104.5% | +108.8% | -4.3% | +89.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling