+72.5%
TECK vs FLR
+56.0%
+16.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.1% |
| 7D | +4.9% | -3.1% | +8.0% | +6.1% |
| 30D | +5.2% | +4.9% | +0.3% | +3.1% |
| 3M | +13.8% | +10.8% | +3.0% | +8.2% |
| 6M | +38.5% | +19.7% | +18.8% | +26.2% |
| YTD | +47.3% | +38.4% | +9.0% | +26.7% |
| 1Y | +81.0% | +34.7% | +46.3% | +56.2% |
| All | +72.5% | +56.0% | +16.5% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling