+223.5%
TECK vs FDS
-20.4%
+243.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.3% | +8.4% | +4.6% |
| 7D | +7.8% | -5.4% | +13.1% | +8.3% |
| 30D | +8.3% | +1.6% | +6.7% | +8.0% |
| 3M | +16.1% | +17.7% | -1.7% | +13.3% |
| 6M | +42.9% | +29.1% | +13.8% | +36.3% |
| YTD | +50.8% | +1.0% | +49.8% | +52.7% |
| 1Y | +106.1% | -21.6% | +127.7% | +126.9% |
| 3Y | +84.0% | -30.1% | +114.1% | +109.5% |
| 5Y | +223.5% | -20.7% | +244.2% | +231.1% |
| All | +223.5% | -20.4% | +243.9% | +231.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling