+25.0%
FLEX vs TECK
+59.3%
-34.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.3% | -16.6% | -15.6% |
| 7D | -17.0% | +2.3% | -19.2% | -18.9% |
| 30D | -33.8% | -5.0% | -28.8% | -31.2% |
| 3M | -39.0% | -0.3% | -38.7% | -39.3% |
| 6M | -15.9% | +13.9% | -29.8% | -23.7% |
| YTD | +27.8% | +35.2% | -7.4% | +7.6% |
| 1Y | +25.0% | +57.5% | -32.6% | -5.1% |
| All | +25.0% | +59.3% | -34.3% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling