+410.6%
TECK vs FTV
+127.6%
+283.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -0.4% | +3.9% | -4.3% | -3.2% |
| 30D | -7.1% | +18.7% | -25.8% | -18.1% |
| 3M | -5.5% | +10.0% | -15.5% | -12.0% |
| 6M | -9.7% | +14.6% | -24.3% | -18.9% |
| YTD | +26.3% | +23.4% | +2.8% | +4.6% |
| 1Y | +44.4% | +31.3% | +13.1% | +13.8% |
| 3Y | +70.1% | +39.8% | +30.3% | +25.3% |
| 5Y | +125.8% | +17.7% | +108.1% | +85.5% |
| 10Y | +200.6% | +110.2% | +90.4% | +56.9% |
| All | +410.6% | +127.6% | +283.0% | +160.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling