-80.9%
FIG vs TECK
+122.4%
-203.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -3.4% |
| 7D | -14.5% | +4.9% | -19.3% | -14.1% |
| 30D | -13.3% | +5.2% | -18.5% | -12.9% |
| 3M | +7.4% | +13.8% | -6.4% | +9.1% |
| 6M | -27.8% | +38.5% | -66.3% | -28.8% |
| YTD | -41.1% | +47.3% | -88.4% | -44.4% |
| 1Y | -58.7% | +81.0% | -139.7% | -63.0% |
| All | -80.9% | +122.4% | -203.4% | -82.5% |
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