+84.4%
FICO vs TECK
+130.0%
-45.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | +2.2% | -0.4% | +2.7% | +2.2% |
| 30D | +0.1% | -7.1% | +7.2% | +0.7% |
| 3M | -35.2% | -5.5% | -29.7% | -35.0% |
| 6M | -32.4% | -9.7% | -22.7% | -32.0% |
| YTD | -57.4% | +26.3% | -83.7% | -59.8% |
| 1Y | -58.5% | +44.4% | -102.9% | -61.9% |
| 3Y | -28.9% | +70.1% | -98.9% | -38.6% |
| All | +84.4% | +130.0% | -45.6% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling