+132.9%
TECK vs FIVE
+14.2%
+118.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -0.2% | -0.3% | 0.0% | -0.1% |
| 30D | -7.5% | +17.7% | -25.2% | -11.2% |
| 3M | -8.4% | +4.0% | -12.4% | -9.5% |
| 6M | -2.2% | +2.6% | -4.8% | -3.7% |
| YTD | +26.8% | +27.6% | -0.8% | +18.1% |
| 1Y | +46.5% | +59.9% | -13.4% | +29.1% |
| 3Y | +69.0% | +35.8% | +33.3% | +42.6% |
| All | +132.9% | +14.2% | +118.8% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling