+155.8%
FTNT vs TECK
+180.4%
-24.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.3% | +7.3% | +2.1% |
| 7D | +1.6% | -4.2% | +5.8% | +2.3% |
| 30D | -1.9% | -0.4% | -1.5% | -2.0% |
| 3M | +14.4% | +10.1% | +4.2% | +11.9% |
| 6M | +88.7% | +26.0% | +62.7% | +78.8% |
| YTD | +100.0% | +38.0% | +62.0% | +85.2% |
| 1Y | +99.9% | +63.8% | +36.1% | +78.4% |
| 3Y | +147.9% | +68.5% | +79.4% | +111.1% |
| 5Y | +155.8% | +179.2% | -23.4% | +94.7% |
| All | +155.8% | +180.4% | -24.6% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling