+95.1%
TFC vs TECK
+84.1%
+10.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -1.2% | -1.2% | 0.0% | -1.0% |
| 30D | +7.8% | -5.7% | +13.5% | +8.8% |
| 3M | -3.0% | -3.6% | +0.6% | -2.7% |
| 6M | +5.8% | -2.2% | +8.0% | +5.0% |
| YTD | +5.3% | +33.6% | -28.3% | -3.9% |
| 1Y | +15.7% | +49.0% | -33.3% | +2.5% |
| All | +95.1% | +84.1% | +10.9% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling