+40.6%
TECK vs FIVE
+63.0%
-22.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -3.4% |
| 7D | +2.1% | +2.4% | -0.3% | +1.3% |
| 30D | -8.9% | +15.8% | -24.7% | -12.9% |
| 3M | -7.1% | +3.8% | -10.9% | -8.3% |
| 6M | -7.0% | +18.5% | -25.5% | -13.0% |
| YTD | +28.3% | +31.2% | -2.9% | +14.1% |
| 1Y | +40.6% | +61.8% | -21.3% | +6.9% |
| All | +40.6% | +63.0% | -22.5% | +6.9% |
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