+1,603.6%
FLEX vs TECK
+2,171.4%
-567.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -0.9% | -0.3% | -0.5% | -0.8% |
| 30D | -10.1% | +4.6% | -14.8% | -11.5% |
| 3M | -31.3% | +2.8% | -34.2% | -31.9% |
| 6M | +71.3% | +24.9% | +46.4% | +61.4% |
| YTD | +81.2% | +44.7% | +36.5% | +63.3% |
| 1Y | +98.5% | +112.0% | -13.5% | +59.3% |
| 3Y | +428.2% | +67.6% | +360.7% | +347.2% |
| 5Y | +657.3% | +200.3% | +456.9% | +415.6% |
| 10Y | +995.9% | +358.2% | +637.7% | +491.8% |
| All | +1,603.6% | +2,171.4% | -567.8% | +507.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling