+1,995.8%
TECK vs FHN
+33.6%
+1,962.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -1.2% | -0.9% | -0.3% | -0.7% |
| 30D | -5.7% | +2.0% | -7.8% | -6.4% |
| 3M | -3.6% | -6.8% | +3.2% | -0.8% |
| 6M | -2.2% | -0.8% | -1.4% | -2.2% |
| YTD | +33.6% | +0.6% | +33.0% | +33.0% |
| 1Y | +49.0% | +11.5% | +37.5% | +41.9% |
| 3Y | +85.4% | +130.0% | -44.6% | +26.1% |
| 5Y | +138.5% | +60.8% | +77.7% | +71.2% |
| 10Y | +218.0% | +84.0% | +134.0% | +104.1% |
| All | +1,995.8% | +33.6% | +1,962.2% | +1,291.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling