+304.4%
FLEX vs TECK
+91.1%
+213.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +7.0% | +5.1% | +7.8% |
| 7D | -7.2% | +3.1% | -10.2% | -8.7% |
| 30D | -34.8% | -5.0% | -29.8% | -32.3% |
| 3M | -35.6% | -2.6% | -33.0% | -34.3% |
| 6M | -45.0% | 0.0% | -45.0% | -45.0% |
| YTD | +29.4% | +35.6% | -6.3% | +11.2% |
| 1Y | +24.8% | +58.1% | -33.3% | -0.7% |
| 3Y | +304.4% | +93.3% | +211.1% | +193.2% |
| All | +304.4% | +91.1% | +213.3% | +193.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling