+261.5%
TECK vs FND
+56.5%
+205.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -3.8% | -5.8% | +1.9% | -2.2% |
| 30D | +0.7% | -20.2% | +21.0% | +7.4% |
| 3M | +4.6% | -12.0% | +16.6% | +7.4% |
| 6M | +25.1% | -18.5% | +43.6% | +30.7% |
| YTD | +39.2% | -22.3% | +61.4% | +46.6% |
| 1Y | +60.3% | -47.6% | +108.0% | +88.9% |
| 3Y | +62.9% | -49.8% | +112.7% | +87.7% |
| 5Y | +181.5% | -63.0% | +244.4% | +235.5% |
| All | +261.5% | +56.5% | +205.0% | +207.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling