+485.3%
TECK vs FTV
+90.8%
+394.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +1.1% |
| 7D | -0.3% | -4.5% | +4.1% | +3.1% |
| 30D | +4.6% | -7.1% | +11.7% | +10.3% |
| 3M | +2.8% | -7.2% | +10.0% | +7.8% |
| 6M | +24.9% | -1.5% | +26.4% | +24.6% |
| YTD | +44.7% | +3.5% | +41.3% | +36.6% |
| 1Y | +112.0% | +20.3% | +91.6% | +77.0% |
| 3Y | +67.6% | -3.1% | +70.7% | +63.1% |
| 5Y | +200.3% | +2.3% | +198.0% | +171.2% |
| 10Y | +358.2% | +76.3% | +281.9% | +173.3% |
| All | +485.3% | +90.8% | +394.6% | +240.2% |
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