+144.0%
TECK vs FLNC
-71.1%
+215.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.2% | -2.1% | -5.8% |
| 7D | -4.2% | -5.0% | +0.8% | -3.6% |
| 30D | -0.4% | -26.1% | +25.7% | +3.5% |
| 3M | +10.1% | -55.2% | +65.3% | +21.4% |
| 6M | +26.0% | -42.6% | +68.6% | +31.1% |
| YTD | +38.0% | -51.0% | +89.1% | +44.4% |
| 1Y | +63.8% | +43.3% | +20.4% | +44.9% |
| 3Y | +68.5% | -63.4% | +131.9% | +61.1% |
| All | +144.0% | -71.1% | +215.1% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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