+81.0%
TECK vs FIVE
+64.7%
+16.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.5% | -1.4% |
| 7D | +4.9% | +1.7% | +3.2% | +4.3% |
| 30D | +5.2% | +5.0% | +0.2% | +3.3% |
| 3M | +13.8% | +29.5% | -15.7% | +4.2% |
| 6M | +38.5% | +12.4% | +26.1% | +32.3% |
| YTD | +47.3% | +31.2% | +16.1% | +31.4% |
| 1Y | +81.0% | +72.9% | +8.1% | +43.4% |
| All | +81.0% | +64.7% | +16.2% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling