+1,881.2%
TECK vs FDS
+2,409.0%
-527.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.8% |
| 7D | -0.4% | +1.5% | -1.9% | -1.2% |
| 30D | -7.1% | +14.8% | -21.9% | -14.2% |
| 3M | -5.5% | +16.3% | -21.8% | -14.3% |
| 6M | -9.7% | +66.2% | -75.9% | -35.5% |
| YTD | +26.3% | +16.2% | +10.0% | +5.6% |
| 1Y | +44.4% | +21.8% | +22.5% | +16.5% |
| 3Y | +70.1% | -23.9% | +94.0% | +75.9% |
| 5Y | +125.8% | -23.1% | +148.9% | +124.1% |
| 10Y | +200.6% | +128.7% | +71.9% | +43.4% |
| All | +1,881.2% | +2,409.0% | -527.8% | +307.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling