-83.2%
FIG vs TECK
+90.6%
-173.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +2.8% |
| 7D | +3.4% | -0.4% | +3.8% | +3.4% |
| 30D | -9.5% | -7.1% | -2.3% | -9.6% |
| 3M | -26.2% | -5.5% | -20.7% | -26.1% |
| 6M | +2.7% | -9.7% | +12.4% | +3.9% |
| YTD | -48.0% | +26.3% | -74.2% | -51.2% |
| 1Y | -52.0% | +44.4% | -96.4% | -57.3% |
| All | -83.2% | +90.6% | -173.8% | -84.7% |
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 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