+2,072.5%
FTNT vs TECK
+377.7%
+1,694.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | -0.1% | -3.8% | +3.7% | +0.6% |
| 30D | -3.0% | +0.7% | -3.7% | -3.3% |
| 3M | +7.6% | +4.6% | +3.0% | +6.0% |
| 6M | +87.0% | +25.1% | +61.8% | +76.3% |
| YTD | +96.5% | +39.2% | +57.4% | +80.2% |
| 1Y | +92.9% | +60.3% | +32.6% | +71.1% |
| 3Y | +139.8% | +62.9% | +76.9% | +104.6% |
| 5Y | +151.3% | +181.5% | -30.1% | +82.9% |
| All | +2,072.5% | +377.7% | +1,694.8% | +1,172.5% |
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