+184.1%
TECK vs FIVE
+868.1%
-684.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -1.0% |
| 7D | -0.3% | +4.3% | -4.6% | -1.6% |
| 30D | +4.6% | +12.5% | -7.9% | +1.0% |
| 3M | +2.8% | +31.2% | -28.4% | -5.1% |
| 6M | +24.9% | +14.4% | +10.5% | +18.9% |
| YTD | +44.7% | +33.9% | +10.9% | +31.7% |
| 1Y | +112.0% | +65.1% | +46.9% | +81.1% |
| 3Y | +67.6% | +49.0% | +18.6% | +37.0% |
| 5Y | +200.3% | +30.3% | +170.1% | +144.6% |
| 10Y | +358.2% | +481.1% | -122.9% | +132.7% |
| All | +184.1% | +868.1% | -684.0% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling