+223.5%
TECK vs FFIV
+92.2%
+131.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +7.8% | -1.5% | +9.3% | +8.4% |
| 30D | +8.3% | -2.7% | +10.9% | +9.1% |
| 3M | +16.1% | -1.7% | +17.7% | +16.2% |
| 6M | +42.9% | +36.1% | +6.7% | +25.4% |
| YTD | +50.8% | +52.6% | -1.9% | +25.8% |
| 1Y | +106.1% | +21.5% | +84.6% | +87.0% |
| 3Y | +84.0% | +142.7% | -58.6% | +28.2% |
| 5Y | +223.5% | +92.6% | +130.9% | +114.8% |
| All | +223.5% | +92.2% | +131.3% | +114.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling