+137.3%
TECK vs FGI
-69.8%
+207.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +4.1% |
| 7D | +7.8% | +5.2% | +2.6% | +7.7% |
| 30D | +8.3% | +65.2% | -56.9% | +7.7% |
| 3M | +16.1% | +30.2% | -14.1% | +15.6% |
| 6M | +42.9% | +87.8% | -45.0% | +40.3% |
| YTD | +50.8% | +32.5% | +18.3% | +48.6% |
| 1Y | +106.1% | +93.6% | +12.5% | +101.0% |
| 3Y | +84.0% | -2.6% | +86.6% | +81.9% |
| All | +137.3% | -69.8% | +207.1% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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