-59.8%
FISV vs TECK
+64.4%
-124.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.3% | +6.9% | +0.9% |
| 7D | -7.2% | -4.2% | -3.0% | -7.0% |
| 30D | -7.2% | -0.4% | -6.8% | -7.2% |
| 3M | -8.2% | +10.1% | -18.3% | -9.0% |
| 6M | -17.7% | +26.0% | -43.7% | -19.8% |
| YTD | -27.2% | +38.0% | -65.2% | -30.2% |
| 1Y | -63.0% | +63.8% | -126.8% | -65.4% |
| All | -59.8% | +64.4% | -124.2% | -63.1% |
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