+349.0%
TECK vs FLR
+19.7%
+329.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.4% |
| 7D | -3.8% | -3.5% | -0.4% | -2.6% |
| 30D | +0.7% | +4.2% | -3.4% | -0.9% |
| 3M | +4.6% | +8.1% | -3.5% | +0.7% |
| 6M | +25.1% | +21.5% | +3.6% | +14.4% |
| YTD | +39.2% | +36.8% | +2.4% | +21.6% |
| 1Y | +60.3% | +31.2% | +29.1% | +41.4% |
| 3Y | +62.9% | +53.9% | +9.0% | +28.9% |
| 5Y | +181.5% | +243.0% | -61.6% | +62.3% |
| All | +349.0% | +19.7% | +329.3% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling