-43.9%
FLUT vs TECK
+85.2%
-129.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | -0.2% |
| 7D | +3.8% | +7.8% | -3.9% | +2.4% |
| 30D | +6.3% | +8.3% | -2.0% | +4.7% |
| 3M | -4.0% | +16.1% | -20.1% | -7.2% |
| 6M | -10.3% | +42.9% | -53.1% | -18.3% |
| YTD | -53.2% | +50.8% | -103.9% | -58.3% |
| 1Y | -65.0% | +106.1% | -171.1% | -71.6% |
| 3Y | -43.9% | +84.0% | -127.9% | -55.9% |
| All | -43.9% | +85.2% | -129.1% | -55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling