-55.5%
FIS vs TECK
+42.2%
-97.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.9% | -2.2% | -6.8% |
| 7D | -3.5% | +2.1% | -5.6% | -3.0% |
| 30D | -19.4% | -8.9% | -10.5% | -20.2% |
| 3M | -31.6% | -7.1% | -24.5% | -31.8% |
| 6M | -32.5% | -7.0% | -25.5% | -32.2% |
| YTD | -56.0% | +28.3% | -84.3% | -55.3% |
| 1Y | -55.5% | +40.6% | -96.1% | -55.6% |
| All | -55.5% | +42.2% | -97.8% | -55.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling