-40.6%
FIS vs TECK
+377.7%
-418.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | 0.0% |
| 7D | -7.9% | -3.8% | -4.1% | -7.4% |
| 30D | -8.0% | +0.7% | -8.7% | -8.2% |
| 3M | +0.6% | +4.6% | -4.0% | -0.7% |
| 6M | -22.2% | +25.1% | -47.3% | -26.0% |
| YTD | -40.8% | +39.2% | -80.0% | -45.2% |
| 1Y | -41.5% | +60.3% | -101.8% | -47.4% |
| 3Y | -25.5% | +62.9% | -88.4% | -35.1% |
| 5Y | -64.8% | +181.5% | -246.2% | -73.1% |
| All | -40.6% | +377.7% | -418.3% | -63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling