+72.5%
TECK vs FTV
-3.3%
+75.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.0% | -1.6% |
| 7D | +4.9% | -1.3% | +6.2% | +5.6% |
| 30D | +5.2% | -9.5% | +14.7% | +11.1% |
| 3M | +13.8% | -10.9% | +24.7% | +20.8% |
| 6M | +38.5% | -0.6% | +39.1% | +37.3% |
| YTD | +47.3% | +1.4% | +45.9% | +42.3% |
| 1Y | +81.0% | +17.6% | +63.4% | +56.7% |
| All | +72.5% | -3.3% | +75.7% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling