+603.9%
FICO vs TECK
+344.6%
+259.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.4% | -17.1% | -16.8% |
| 7D | -19.2% | -0.3% | -18.8% | -19.1% |
| 30D | -14.6% | +4.6% | -19.2% | -15.4% |
| 3M | -20.1% | +2.8% | -22.9% | -21.3% |
| 6M | -36.3% | +24.9% | -61.2% | -40.5% |
| YTD | -44.9% | +44.7% | -89.6% | -50.6% |
| 1Y | -38.6% | +112.0% | -150.6% | -50.2% |
| 3Y | +4.0% | +67.6% | -63.6% | -13.8% |
| 5Y | +99.5% | +200.3% | -100.8% | +34.4% |
| All | +603.9% | +344.6% | +259.3% | +239.1% |
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