-66.1%
FIS vs TECK
+213.6%
-279.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.2% | -3.2% |
| 7D | -9.1% | +4.9% | -14.0% | -9.6% |
| 30D | -10.4% | +5.2% | -15.6% | -11.1% |
| 3M | -3.7% | +13.8% | -17.5% | -5.6% |
| 6M | -24.8% | +38.5% | -63.3% | -28.7% |
| YTD | -41.6% | +47.3% | -88.9% | -45.7% |
| 1Y | -42.7% | +81.0% | -123.7% | -48.8% |
| 3Y | -26.2% | +79.9% | -106.1% | -36.3% |
| 5Y | -66.1% | +207.9% | -274.0% | -73.0% |
| All | -66.1% | +213.6% | -279.8% | -73.0% |
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