-58.8%
FICO vs TECK
+52.7%
-111.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.0% | -4.2% | +3.8% |
| 7D | -0.1% | +3.1% | -3.1% | +0.5% |
| 30D | +8.4% | -5.0% | +13.4% | +7.9% |
| 3M | -30.5% | -2.6% | -27.9% | -30.5% |
| 6M | -35.7% | 0.0% | -35.7% | -34.0% |
| YTD | -57.2% | +35.6% | -92.8% | -56.5% |
| All | -58.8% | +52.7% | -111.5% | -59.7% |
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