+26.0%
FLEX vs TECK
+38.3%
-12.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -2.7% |
| 7D | +7.5% | -0.4% | +7.9% | +8.1% |
| 30D | -25.3% | -7.1% | -18.2% | -20.3% |
| 3M | -39.7% | -5.5% | -34.2% | -36.7% |
| 6M | -47.9% | -9.7% | -38.2% | -44.2% |
| YTD | +24.1% | +26.3% | -2.2% | +13.8% |
| 1Y | +26.0% | +44.4% | -18.4% | +10.6% |
| All | +26.0% | +38.3% | -12.3% | +10.6% |
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