+179.2%
TECK vs FIVN
-82.6%
+261.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.4% | -5.9% | -6.3% |
| 7D | -4.2% | -11.3% | +7.0% | -2.7% |
| 30D | -0.4% | -7.3% | +6.9% | +0.5% |
| 3M | +10.1% | +41.7% | -31.5% | +3.3% |
| 6M | +26.0% | +78.3% | -52.3% | +11.8% |
| YTD | +38.0% | +50.9% | -12.8% | +25.3% |
| 1Y | +63.8% | +19.7% | +44.1% | +54.8% |
| 3Y | +68.5% | -55.7% | +124.3% | +79.2% |
| 5Y | +179.2% | -82.6% | +261.7% | +198.0% |
| All | +179.2% | -82.6% | +261.8% | +198.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling