-26.1%
FLUT vs TECK
+203.4%
-229.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.2% | -3.7% |
| 7D | -1.2% | +2.1% | -3.3% | -1.4% |
| 30D | +5.0% | -8.9% | +13.9% | +5.9% |
| 3M | -16.4% | -7.1% | -9.3% | -16.0% |
| 6M | -14.6% | -7.0% | -7.6% | -14.5% |
| YTD | -61.9% | +28.3% | -90.2% | -63.4% |
| 1Y | -65.0% | +40.6% | -105.6% | -66.8% |
| 3Y | -44.8% | +78.2% | -123.0% | -49.5% |
| 5Y | -49.9% | +129.5% | -179.4% | -54.8% |
| All | -26.1% | +203.4% | -229.5% | -30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling