+1,645.8%
FLUT vs TECK
+2,412.5%
-766.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | -0.7% | -0.4% | -0.3% | -0.7% |
| 30D | +9.3% | -7.1% | +16.4% | +9.6% |
| 3M | -17.5% | -5.5% | -12.0% | -17.3% |
| 6M | -14.6% | -9.7% | -4.9% | -14.4% |
| YTD | -62.3% | +26.3% | -88.5% | -63.1% |
| 1Y | -59.6% | +44.4% | -104.0% | -60.9% |
| 3Y | -45.3% | +70.1% | -115.4% | -47.8% |
| 5Y | -50.4% | +125.8% | -176.2% | -53.5% |
| 10Y | -26.8% | +200.6% | -227.4% | -33.3% |
| All | +1,645.8% | +2,412.5% | -766.7% | +1,239.9% |
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