+218.0%
TECK vs FFIV
+130.1%
+87.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +0.9% |
| 7D | -1.2% | -2.9% | +1.7% | +0.3% |
| 30D | -5.7% | -32.4% | +26.7% | +11.6% |
| 3M | -3.6% | -22.7% | +19.1% | +6.2% |
| 6M | -2.2% | -10.7% | +8.5% | -0.3% |
| YTD | +33.6% | +25.4% | +8.2% | +12.6% |
| 1Y | +49.0% | +34.2% | +14.8% | +21.2% |
| 3Y | +85.4% | +101.2% | -15.8% | +18.0% |
| 5Y | +138.5% | +42.0% | +96.6% | +76.2% |
| 10Y | +218.0% | +126.7% | +91.3% | +60.5% |
| All | +218.0% | +130.1% | +87.9% | +60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling