+134.6%
TECK vs FTV
+17.3%
+117.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -0.4% | +3.9% | -4.3% | -2.6% |
| 30D | -7.1% | +18.7% | -25.8% | -15.7% |
| 3M | -5.5% | +10.0% | -15.5% | -10.5% |
| 6M | -9.7% | +14.6% | -24.3% | -16.8% |
| YTD | +26.3% | +23.4% | +2.8% | +9.4% |
| 1Y | +44.4% | +31.3% | +13.1% | +20.0% |
| 3Y | +70.1% | +39.8% | +30.3% | +35.1% |
| All | +134.6% | +17.3% | +117.2% | +88.4% |
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