+494.6%
FISV vs TECK
+2,212.2%
-1,717.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.1% | -4.0% |
| 7D | -6.4% | +4.9% | -11.3% | -7.0% |
| 30D | -6.8% | +5.2% | -12.0% | -7.6% |
| 3M | -10.0% | +13.8% | -23.7% | -12.0% |
| 6M | -20.6% | +38.5% | -59.1% | -24.9% |
| YTD | -27.6% | +47.3% | -74.9% | -32.4% |
| 1Y | -64.3% | +81.0% | -145.3% | -67.8% |
| 3Y | -60.0% | +79.9% | -139.9% | -64.6% |
| 5Y | -57.7% | +207.9% | -265.6% | -66.3% |
| 10Y | -3.0% | +389.5% | -392.5% | -33.5% |
| All | +494.6% | +2,212.2% | -1,717.6% | +250.1% |
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 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