-63.2%
FLUT vs TECK
+59.3%
-122.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.3% | -6.6% | -2.3% |
| 7D | +4.2% | +2.3% | +1.9% | +4.1% |
| 30D | +8.0% | -5.0% | +13.0% | +8.1% |
| 3M | -22.1% | -0.3% | -21.8% | -22.0% |
| 6M | -21.7% | +13.9% | -35.6% | -22.4% |
| YTD | -62.0% | +35.2% | -97.2% | -64.3% |
| 1Y | -63.2% | +57.5% | -120.7% | -68.4% |
| All | -63.2% | +59.3% | -122.5% | -68.4% |
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