-41.1%
FIS vs TECK
+76.8%
-117.9%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.2% | -3.7% |
| 7D | -9.1% | +4.9% | -14.0% | -8.6% |
| 30D | -10.4% | +5.2% | -15.6% | -9.8% |
| 3M | -3.7% | +13.8% | -17.5% | -1.9% |
| 6M | -24.8% | +38.5% | -63.3% | -21.9% |
| YTD | -41.6% | +47.3% | -88.9% | -40.6% |
| All | -41.1% | +76.8% | -117.9% | -42.5% |
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 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