+1,995.8%
TECK vs FDS
+2,425.6%
-429.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | -0.1% |
| 7D | -1.2% | -2.1% | +0.9% | -0.2% |
| 30D | -5.7% | +16.0% | -21.7% | -13.4% |
| 3M | -3.6% | +18.8% | -22.4% | -13.7% |
| 6M | -2.2% | +54.1% | -56.3% | -27.4% |
| YTD | +33.6% | +17.0% | +16.6% | +11.3% |
| 1Y | +49.0% | +25.5% | +23.5% | +18.1% |
| 3Y | +85.4% | -23.3% | +108.7% | +90.9% |
| 5Y | +138.5% | -22.6% | +161.1% | +135.9% |
| 10Y | +218.0% | +130.2% | +87.8% | +51.2% |
| All | +1,995.8% | +2,425.6% | -429.8% | +330.0% |
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