+147.1%
FIS vs TECK
+1,914.1%
-1,767.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.9% | -2.2% | -5.6% |
| 7D | -3.5% | +2.1% | -5.6% | -3.8% |
| 30D | -19.4% | -8.9% | -10.5% | -18.7% |
| 3M | -31.6% | -7.1% | -24.5% | -31.3% |
| 6M | -32.5% | -7.0% | -25.5% | -32.7% |
| YTD | -56.0% | +28.3% | -84.3% | -58.6% |
| 1Y | -55.5% | +40.6% | -96.1% | -58.9% |
| 3Y | -41.3% | +78.2% | -119.5% | -48.8% |
| 5Y | -72.3% | +129.5% | -201.8% | -77.3% |
| 10Y | -55.0% | +205.6% | -260.5% | -67.8% |
| All | +147.1% | +1,914.1% | -1,767.0% | +16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling