+149.0%
TECK vs FIVE
+822.5%
-673.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.7% |
| 3M | -8.4% | +4.0% | -12.4% | -9.7% |
| 6M | -2.2% | +2.6% | -4.8% | -3.9% |
| YTD | +26.8% | +27.6% | -0.8% | +16.9% |
| 1Y | +46.5% | +59.9% | -13.4% | +26.8% |
| 3Y | +69.0% | +35.8% | +33.3% | +41.9% |
| 5Y | +138.8% | +14.4% | +124.3% | +102.6% |
| 10Y | +224.3% | +576.1% | -351.8% | +59.9% |
| All | +149.0% | +822.5% | -673.5% | +4.9% |
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 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