-39.3%
FICO vs TECK
+104.7%
-144.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.0% | +0.7% |
| 7D | -15.4% | +7.8% | -23.2% | -14.5% |
| 30D | -10.4% | +8.3% | -18.7% | -9.4% |
| 3M | -22.7% | +16.1% | -38.8% | -20.0% |
| 6M | -36.8% | +42.9% | -79.6% | -32.8% |
| YTD | -44.8% | +50.8% | -95.6% | -41.8% |
| 1Y | -39.3% | +106.1% | -145.4% | -33.3% |
| All | -39.3% | +104.7% | -144.1% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling