+270.8%
TFC vs TECK
+1,881.2%
-1,610.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.3% |
| 3M | -3.8% | -5.5% | +1.7% | -3.1% |
| 6M | +9.6% | -9.7% | +19.3% | +10.5% |
| YTD | +5.8% | +26.3% | -20.5% | -1.5% |
| 1Y | +16.2% | +44.4% | -28.2% | +5.0% |
| 3Y | +96.0% | +70.1% | +25.9% | +66.6% |
| 5Y | +1.7% | +125.8% | -124.1% | -21.4% |
| 10Y | +79.9% | +200.6% | -120.7% | +18.4% |
| All | +270.8% | +1,881.2% | -1,610.5% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling