+2,171.4%
TECK vs FDS
+2,177.3%
-5.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +2.3% |
| 7D | -0.3% | -1.9% | +1.6% | +0.6% |
| 30D | +4.6% | +9.0% | -4.4% | -0.6% |
| 3M | +2.8% | +18.9% | -16.0% | -9.3% |
| 6M | +24.9% | +35.1% | -10.2% | -0.7% |
| YTD | +44.7% | +5.5% | +39.2% | +29.4% |
| 1Y | +112.0% | -16.8% | +128.8% | +113.5% |
| 3Y | +67.6% | -28.1% | +95.6% | +80.6% |
| 5Y | +200.3% | -17.4% | +217.8% | +185.9% |
| 10Y | +358.2% | +85.4% | +272.8% | +150.1% |
| All | +2,171.4% | +2,177.3% | -5.9% | +399.8% |
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