-50.6%
FLUT vs TECK
+213.6%
-264.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.9% |
| 7D | -2.6% | +4.9% | -7.5% | -3.5% |
| 30D | +5.4% | +5.2% | +0.2% | +4.3% |
| 3M | -10.8% | +13.8% | -24.6% | -13.7% |
| 6M | -9.2% | +38.5% | -47.7% | -16.9% |
| YTD | -53.8% | +47.3% | -101.2% | -58.6% |
| 1Y | -66.0% | +81.0% | -147.0% | -71.1% |
| 3Y | -44.7% | +79.9% | -124.5% | -54.6% |
| 5Y | -50.6% | +207.9% | -258.4% | -64.7% |
| All | -50.6% | +213.6% | -264.2% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling