+84.0%
TECK vs FHN
+134.1%
-50.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.2% | +4.7% |
| 7D | +7.8% | +2.7% | +5.1% | +6.4% |
| 30D | +8.3% | -3.1% | +11.4% | +9.7% |
| 3M | +16.1% | +2.3% | +13.7% | +14.3% |
| 6M | +42.9% | +9.7% | +33.1% | +36.2% |
| YTD | +50.8% | +4.7% | +46.0% | +46.8% |
| 1Y | +106.1% | +13.8% | +92.3% | +92.2% |
| 3Y | +84.0% | +131.6% | -47.5% | +26.0% |
| All | +84.0% | +134.1% | -50.1% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling