-65.9%
FLUT vs TECK
+76.8%
-142.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.3% |
| 7D | -2.6% | +4.9% | -7.5% | -2.7% |
| 30D | +5.4% | +5.2% | +0.2% | +5.2% |
| 3M | -10.8% | +13.8% | -24.6% | -10.8% |
| 6M | -9.2% | +38.5% | -47.7% | -13.1% |
| YTD | -53.8% | +47.3% | -101.2% | -56.8% |
| All | -65.9% | +76.8% | -142.7% | -69.6% |
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 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