+195.2%
TECK vs FIVE
+31.2%
+164.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -0.9% |
| 7D | -0.3% | +4.3% | -4.6% | -1.4% |
| 30D | +4.6% | +12.5% | -7.9% | +1.4% |
| 3M | +2.8% | +31.2% | -28.4% | -4.2% |
| 6M | +24.9% | +14.4% | +10.5% | +19.7% |
| YTD | +44.7% | +33.9% | +10.9% | +33.3% |
| 1Y | +112.0% | +65.1% | +46.9% | +84.8% |
| 3Y | +67.6% | +49.0% | +18.6% | +38.0% |
| All | +195.2% | +31.2% | +164.0% | +142.2% |
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