-80.3%
FIG vs TECK
+127.6%
-207.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.2% | -9.8% | -5.3% |
| 7D | -16.4% | +7.8% | -24.1% | -15.8% |
| 30D | -2.3% | +8.3% | -10.6% | -1.6% |
| 3M | +7.8% | +16.1% | -8.3% | +9.7% |
| 6M | -21.8% | +42.9% | -64.7% | -22.9% |
| YTD | -39.1% | +50.8% | -89.9% | -42.4% |
| 1Y | -56.6% | +106.1% | -162.7% | -61.9% |
| All | -80.3% | +127.6% | -207.9% | -81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling