-71.1%
FIS vs TECK
+148.6%
-219.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.3% | +5.4% | +6.6% |
| 7D | +1.5% | -1.2% | +2.7% | +1.6% |
| 30D | -11.8% | -5.7% | -6.1% | -11.5% |
| 3M | -28.5% | -3.6% | -24.9% | -28.6% |
| 6M | -27.0% | -2.2% | -24.8% | -27.5% |
| YTD | -53.1% | +33.6% | -86.6% | -56.2% |
| 1Y | -52.8% | +49.0% | -101.7% | -56.8% |
| 3Y | -37.5% | +85.4% | -122.9% | -47.2% |
| 5Y | -71.1% | +138.5% | -209.6% | -78.0% |
| All | -71.1% | +148.6% | -219.7% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling