-79.1%
FIG vs TECK
+118.5%
-197.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.3% |
| 7D | -16.3% | -0.3% | -16.0% | -16.3% |
| 30D | -14.3% | +4.6% | -18.9% | -14.0% |
| 3M | +7.2% | +2.8% | +4.3% | +8.7% |
| 6M | -18.6% | +24.9% | -43.5% | -18.9% |
| YTD | -35.5% | +44.7% | -80.2% | -39.1% |
| 1Y | -55.8% | +112.0% | -167.8% | -61.3% |
| All | -79.1% | +118.5% | -197.6% | -80.9% |
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 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