+75.7%
TFC vs TECK
+198.5%
-122.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.6% |
| 7D | +2.3% | -0.4% | +2.7% | +2.3% |
| 30D | +10.8% | -7.1% | +17.9% | +12.7% |
| 3M | -3.8% | -5.5% | +1.7% | -3.0% |
| 6M | +9.6% | -9.7% | +19.3% | +10.7% |
| YTD | +5.8% | +26.3% | -20.5% | -3.6% |
| 1Y | +16.2% | +44.4% | -28.2% | +1.7% |
| 3Y | +96.0% | +70.1% | +25.9% | +57.6% |
| 5Y | +1.7% | +125.8% | -124.1% | -28.6% |
| All | +75.7% | +198.5% | -122.8% | -9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling