+198.0%
TECK vs FTV
-0.7%
+198.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.2% |
| 3M | +13.8% | -10.9% | +24.7% | +21.0% |
| 6M | +38.5% | -0.6% | +39.1% | +37.5% |
| YTD | +47.3% | +1.4% | +45.9% | +42.7% |
| 1Y | +81.0% | +17.6% | +63.4% | +58.8% |
| 3Y | +79.9% | -3.3% | +83.1% | +76.2% |
| All | +198.0% | -0.7% | +198.7% | +172.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling