+3,604.2%
FICO vs TECK
+1,890.1%
+1,714.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -0.9% | -0.2% | -0.7% | -1.0% |
| 30D | +3.3% | -7.5% | +10.9% | +4.5% |
| 3M | -31.7% | -8.4% | -23.3% | -31.0% |
| 6M | -34.0% | -2.2% | -31.7% | -35.0% |
| YTD | -58.3% | +26.8% | -85.1% | -61.7% |
| 1Y | -57.9% | +46.5% | -104.5% | -62.6% |
| 3Y | -24.1% | +69.0% | -93.1% | -36.6% |
| 5Y | +85.3% | +138.8% | -53.5% | +37.4% |
| 10Y | +520.3% | +224.3% | +296.0% | +282.6% |
| All | +3,604.2% | +1,890.1% | +1,714.1% | +1,477.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling