+187.6%
TECK vs FRSH
-72.5%
+260.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -3.8% | -6.6% | +2.7% | -3.1% |
| 30D | +0.7% | +2.1% | -1.4% | +0.2% |
| 3M | +4.6% | +29.0% | -24.3% | +0.4% |
| 6M | +25.1% | +48.6% | -23.5% | +16.9% |
| YTD | +39.2% | -2.9% | +42.1% | +37.9% |
| 1Y | +60.3% | -7.9% | +68.2% | +59.9% |
| 3Y | +62.9% | -46.5% | +109.4% | +72.1% |
| All | +187.6% | -72.5% | +260.1% | +197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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