+349.0%
TECK vs FTV
+80.7%
+268.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | -3.8% | -4.0% | +0.1% | -0.9% |
| 30D | +0.7% | -11.0% | +11.8% | +9.8% |
| 3M | +4.6% | -8.4% | +13.0% | +10.9% |
| 6M | +25.1% | -2.6% | +27.7% | +25.9% |
| YTD | +39.2% | -0.6% | +39.8% | +35.4% |
| 1Y | +60.3% | +11.0% | +49.4% | +42.5% |
| 3Y | +62.9% | -6.3% | +69.2% | +62.6% |
| 5Y | +181.5% | -1.5% | +183.0% | +161.7% |
| All | +349.0% | +80.7% | +268.3% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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