+134.6%
TECK vs FLR
+112.0%
+22.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | -0.4% | +5.4% | -5.8% | -2.5% |
| 30D | -7.1% | +2.8% | -9.9% | -8.1% |
| 3M | -5.5% | -6.4% | +0.9% | -3.3% |
| 6M | -9.7% | +8.8% | -18.5% | -13.9% |
| YTD | +26.3% | +23.6% | +2.7% | +12.2% |
| 1Y | +44.4% | +13.8% | +30.6% | +32.6% |
| 3Y | +70.1% | +36.5% | +33.6% | +31.1% |
| All | +134.6% | +112.0% | +22.6% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling