+726.2%
FLEX vs TECK
+207.5%
+518.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.2% | +0.2% | +2.7% |
| 7D | +7.0% | +7.8% | -0.8% | +3.7% |
| 30D | -5.8% | +8.3% | -14.1% | -9.0% |
| 3M | -24.2% | +16.1% | -40.3% | -28.8% |
| 6M | +90.8% | +42.9% | +48.0% | +67.0% |
| YTD | +89.2% | +50.8% | +38.4% | +62.2% |
| 1Y | +104.7% | +106.1% | -1.4% | +56.8% |
| 3Y | +478.1% | +84.0% | +394.1% | +352.0% |
| 5Y | +726.2% | +223.5% | +502.7% | +418.7% |
| All | +726.2% | +207.5% | +518.7% | +418.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling