+70.1%
TECK vs FIVE
+40.0%
+30.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -0.4% | +2.7% | -3.1% | -1.0% |
| 30D | -7.1% | +12.7% | -19.8% | -9.7% |
| 3M | -5.5% | +2.1% | -7.5% | -6.0% |
| 6M | -9.7% | +17.5% | -27.2% | -13.8% |
| YTD | +26.3% | +31.0% | -4.7% | +17.4% |
| 1Y | +44.4% | +67.7% | -23.4% | +26.8% |
| 3Y | +70.1% | +43.4% | +26.7% | +30.7% |
| All | +70.1% | +40.0% | +30.1% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling