+345.4%
TECK vs FFIV
+238.2%
+107.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.5% | -4.8% | -5.6% |
| 7D | -4.2% | +1.6% | -5.9% | -5.0% |
| 30D | -0.4% | -3.7% | +3.4% | +1.1% |
| 3M | +10.1% | +2.0% | +8.2% | +8.2% |
| 6M | +26.0% | +39.3% | -13.3% | +5.0% |
| YTD | +38.0% | +56.1% | -18.1% | +7.8% |
| 1Y | +63.8% | +22.0% | +41.8% | +43.5% |
| 3Y | +68.5% | +148.2% | -79.7% | +0.4% |
| 5Y | +179.2% | +96.3% | +82.8% | +78.9% |
| All | +345.4% | +238.2% | +107.2% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FFIV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling