+1,663.9%
FLUT vs TECK
+2,454.3%
-790.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.2% | -3.9% |
| 7D | -1.2% | +2.1% | -3.3% | -1.3% |
| 30D | +5.0% | -8.9% | +13.9% | +5.5% |
| 3M | -16.4% | -7.1% | -9.3% | -16.2% |
| 6M | -14.6% | -7.0% | -7.6% | -14.6% |
| YTD | -61.9% | +28.3% | -90.2% | -62.8% |
| 1Y | -65.0% | +40.6% | -105.6% | -66.0% |
| 3Y | -44.8% | +78.2% | -123.0% | -47.4% |
| 5Y | -49.9% | +129.5% | -179.4% | -53.1% |
| 10Y | -26.1% | +205.6% | -231.7% | -32.7% |
| All | +1,663.9% | +2,454.3% | -790.4% | +1,252.4% |
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