+538.9%
FICO vs TECK
+203.4%
+335.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -0.8% |
| 7D | +1.4% | +2.1% | -0.7% | +0.9% |
| 30D | -0.8% | -8.9% | +8.1% | +0.7% |
| 3M | -31.3% | -7.1% | -24.2% | -30.8% |
| 6M | -33.9% | -7.0% | -27.0% | -34.2% |
| YTD | -57.6% | +28.3% | -85.9% | -61.4% |
| 1Y | -59.7% | +40.6% | -100.2% | -64.1% |
| 3Y | -28.0% | +78.2% | -106.2% | -41.9% |
| 5Y | +91.0% | +129.5% | -38.6% | +36.3% |
| All | +538.9% | +203.4% | +335.5% | +223.2% |
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