+36.8%
FXI vs TECK
+75.5%
-38.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.7% |
| 7D | -2.8% | +4.9% | -7.7% | -4.1% |
| 30D | -5.3% | +5.2% | -10.5% | -6.7% |
| 3M | +0.3% | +13.8% | -13.4% | -3.9% |
| 6M | -4.6% | +38.5% | -43.1% | -14.4% |
| YTD | -9.1% | +47.3% | -56.4% | -20.7% |
| 1Y | -12.0% | +81.0% | -93.0% | -28.5% |
| All | +36.8% | +75.5% | -38.7% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling