+292.4%
TECK vs FIVN
+292.8%
-0.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.1% | +10.3% | +5.0% |
| 7D | +7.8% | -8.2% | +16.0% | +9.0% |
| 30D | +8.3% | -8.1% | +16.4% | +9.3% |
| 3M | +16.1% | +34.9% | -18.8% | +10.0% |
| 6M | +42.9% | +72.6% | -29.8% | +28.7% |
| YTD | +50.8% | +55.8% | -5.0% | +37.1% |
| 1Y | +106.1% | +17.1% | +88.9% | +95.3% |
| 3Y | +84.0% | -54.3% | +138.3% | +93.7% |
| 5Y | +223.5% | -81.6% | +305.0% | +268.9% |
| 10Y | +378.1% | +109.2% | +268.9% | +247.9% |
| All | +292.4% | +292.8% | -0.4% | +121.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling