+1,083.7%
FLEX vs TECK
+1,968.8%
-885.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.2% | -1.8% |
| 7D | -13.6% | +1.7% | -15.3% | -13.9% |
| 30D | -36.5% | -7.6% | -28.9% | -34.6% |
| 3M | -36.4% | -5.9% | -30.5% | -35.0% |
| 6M | -46.5% | -2.8% | -43.6% | -45.7% |
| YTD | +25.9% | +31.8% | -5.9% | +17.3% |
| 1Y | +19.6% | +49.1% | -29.5% | +7.3% |
| 3Y | +287.0% | +83.0% | +204.0% | +222.9% |
| 5Y | +466.6% | +150.6% | +316.0% | +310.8% |
| 10Y | +626.9% | +219.0% | +408.0% | +338.5% |
| All | +1,083.7% | +1,968.8% | -885.0% | +336.6% |
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 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