+196.9%
TECK vs FHN
+81.8%
+115.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.9% |
| 7D | -0.4% | +2.1% | -2.6% | -1.4% |
| 30D | -7.1% | +3.8% | -10.9% | -8.6% |
| 3M | -5.5% | -8.9% | +3.5% | -1.3% |
| 6M | -9.7% | +1.8% | -11.5% | -10.8% |
| YTD | +26.3% | +0.6% | +25.7% | +25.6% |
| 1Y | +44.4% | +12.9% | +31.4% | +35.8% |
| 3Y | +70.1% | +126.4% | -56.3% | +11.2% |
| 5Y | +125.8% | +62.3% | +63.5% | +51.7% |
| All | +196.9% | +81.8% | +115.1% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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