-23.6%
FIS vs TECK
+85.2%
-108.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.2% | -10.0% | -6.1% |
| 7D | -3.5% | +7.8% | -11.2% | -3.8% |
| 30D | -7.8% | +8.3% | -16.1% | -8.2% |
| 3M | +0.8% | +16.1% | -15.2% | +0.1% |
| 6M | -21.9% | +42.9% | -64.8% | -24.1% |
| YTD | -39.5% | +50.8% | -90.2% | -42.1% |
| 1Y | -41.0% | +106.1% | -147.1% | -46.2% |
| 3Y | -23.6% | +84.0% | -107.6% | -32.2% |
| All | -23.6% | +85.2% | -108.8% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling