+1,086.7%
FLEX vs TECK
+372.8%
+713.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -0.5% |
| 7D | +6.4% | +4.9% | +1.5% | +4.4% |
| 30D | -5.9% | +5.2% | -11.1% | -7.9% |
| 3M | -23.5% | +13.8% | -37.2% | -27.3% |
| 6M | +83.7% | +38.5% | +45.2% | +63.3% |
| YTD | +86.5% | +47.3% | +39.2% | +61.6% |
| 1Y | +100.5% | +81.0% | +19.5% | +60.5% |
| 3Y | +469.8% | +79.9% | +390.0% | +345.6% |
| 5Y | +725.7% | +207.9% | +517.8% | +391.1% |
| 10Y | +1,086.7% | +389.5% | +697.2% | +422.8% |
| All | +1,086.7% | +372.8% | +713.9% | +422.8% |
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