+84.0%
TECK vs FDS
-30.4%
+114.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.3% | +8.4% | +4.1% |
| 7D | +7.8% | -5.4% | +13.1% | +7.7% |
| 30D | +8.3% | +1.6% | +6.7% | +8.3% |
| 3M | +16.1% | +17.7% | -1.7% | +15.8% |
| 6M | +42.9% | +29.1% | +13.8% | +41.3% |
| YTD | +50.8% | +1.0% | +49.8% | +56.7% |
| 1Y | +106.1% | -21.6% | +127.7% | +134.4% |
| 3Y | +84.0% | -30.1% | +114.1% | +116.4% |
| All | +84.0% | -30.4% | +114.5% | +116.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling