+345.4%
TECK vs FDS
+66.9%
+278.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -5.8% | -0.5% | -4.3% |
| 7D | -4.2% | -16.0% | +11.7% | +1.6% |
| 30D | -0.4% | -6.7% | +6.4% | +1.7% |
| 3M | +10.1% | +6.0% | +4.2% | +5.6% |
| 6M | +26.0% | +25.1% | +0.9% | +10.3% |
| YTD | +38.0% | -8.1% | +46.2% | +37.0% |
| 1Y | +63.8% | -26.0% | +89.8% | +79.1% |
| 3Y | +68.5% | -36.4% | +104.9% | +96.1% |
| 5Y | +179.2% | -27.7% | +206.9% | +190.5% |
| All | +345.4% | +66.9% | +278.5% | +205.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling