+531.6%
FICO vs TECK
+221.5%
+310.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.0% | -4.2% | +1.3% |
| 7D | -0.1% | +3.1% | -3.1% | -0.8% |
| 30D | +8.4% | -5.0% | +13.4% | +9.1% |
| 3M | -30.5% | -2.6% | -27.9% | -30.6% |
| 6M | -35.7% | 0.0% | -35.7% | -36.9% |
| YTD | -57.2% | +35.6% | -92.8% | -61.4% |
| 1Y | -58.4% | +58.1% | -116.5% | -63.9% |
| 3Y | -24.8% | +93.3% | -118.2% | -40.4% |
| 5Y | +79.3% | +153.7% | -74.4% | +24.9% |
| 10Y | +531.6% | +226.7% | +304.9% | +216.0% |
| All | +531.6% | +221.5% | +310.1% | +216.0% |
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