+95.3%
TFC vs TECK
+373.8%
-278.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.3% | +6.7% | +2.0% |
| 7D | -2.5% | -4.2% | +1.8% | -1.5% |
| 30D | -2.8% | -0.4% | -2.5% | -3.0% |
| 3M | +2.1% | +10.1% | -8.0% | -1.3% |
| 6M | +10.1% | +26.0% | -15.9% | +1.7% |
| YTD | +5.4% | +38.0% | -32.6% | -5.6% |
| 1Y | +16.3% | +63.8% | -47.5% | -1.2% |
| 3Y | +95.9% | +68.5% | +27.4% | +59.1% |
| 5Y | +16.0% | +179.2% | -163.2% | -22.7% |
| All | +95.3% | +373.8% | -278.5% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TECK 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling