-52.4%
FIS vs TECK
+198.5%
-250.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.4% |
| 7D | +2.8% | -0.4% | +3.3% | +2.9% |
| 30D | -16.7% | -7.1% | -9.6% | -16.1% |
| 3M | -32.3% | -5.5% | -26.8% | -32.2% |
| 6M | -29.1% | -9.7% | -19.4% | -28.9% |
| YTD | -54.1% | +26.3% | -80.4% | -57.2% |
| 1Y | -53.7% | +44.4% | -98.1% | -57.9% |
| 3Y | -38.8% | +70.1% | -108.9% | -47.7% |
| 5Y | -71.1% | +125.8% | -196.9% | -77.3% |
| All | -52.4% | +198.5% | -250.9% | -70.8% |
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