+62.9%
TECK vs FIVN
-55.2%
+118.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.6% |
| 7D | -3.8% | -7.8% | +4.0% | -2.9% |
| 30D | +0.7% | -1.7% | +2.5% | +0.7% |
| 3M | +4.6% | +47.2% | -42.6% | -2.1% |
| 6M | +25.1% | +82.7% | -57.6% | +10.5% |
| YTD | +39.2% | +52.9% | -13.7% | +26.6% |
| 1Y | +60.3% | +17.5% | +42.9% | +54.5% |
| 3Y | +62.9% | -55.8% | +118.7% | +73.7% |
| All | +62.9% | -55.2% | +118.1% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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