+57.5%
TECK vs FDS
+31.1%
+26.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.4% | +4.8% |
| 7D | +2.3% | +9.4% | -7.2% | +4.1% |
| 30D | -5.0% | +23.8% | -28.8% | -0.9% |
| 3M | -0.3% | +25.1% | -25.4% | +4.6% |
| 6M | +13.9% | +53.8% | -39.9% | +26.3% |
| YTD | +35.2% | +19.6% | +15.7% | +43.3% |
| 1Y | +57.5% | +31.6% | +25.9% | +70.1% |
| All | +57.5% | +31.1% | +26.4% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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