+2,054.3%
FLUT vs TECK
+2,780.6%
-726.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | +7.7% | +4.6% | +3.1% | +7.4% |
| 3M | -0.7% | +2.8% | -3.6% | -1.1% |
| 6M | -11.2% | +24.9% | -36.1% | -12.8% |
| YTD | -53.4% | +44.7% | -98.2% | -54.8% |
| 1Y | -65.8% | +112.0% | -177.7% | -67.6% |
| 3Y | -44.9% | +67.6% | -112.5% | -47.4% |
| 5Y | -49.7% | +200.3% | -250.0% | -53.5% |
| 10Y | -9.7% | +358.2% | -367.9% | -19.3% |
| All | +2,054.3% | +2,780.6% | -726.3% | +1,541.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling