+652.8%
FLEX vs TECK
+215.7%
+437.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.2% |
| 7D | +2.2% | -1.2% | +3.5% | +3.3% |
| 30D | -32.6% | -5.7% | -26.9% | -30.6% |
| 3M | -35.5% | -3.6% | -31.9% | -34.2% |
| 6M | -45.6% | -2.2% | -43.3% | -44.8% |
| YTD | +30.7% | +33.6% | -2.8% | +18.2% |
| 1Y | +28.4% | +49.0% | -20.6% | +11.2% |
| 3Y | +301.7% | +85.4% | +216.3% | +213.8% |
| 5Y | +473.3% | +138.5% | +334.8% | +276.4% |
| All | +652.8% | +215.7% | +437.1% | +240.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling