+1,881.2%
TECK vs FLR
+284.1%
+1,597.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.1% |
| 7D | -0.4% | +5.4% | -5.8% | -3.1% |
| 30D | -7.1% | +2.8% | -9.9% | -8.5% |
| 3M | -5.5% | -6.4% | +0.9% | -2.7% |
| 6M | -9.7% | +8.8% | -18.5% | -15.5% |
| YTD | +26.3% | +23.6% | +2.7% | +7.9% |
| 1Y | +44.4% | +13.8% | +30.6% | +28.7% |
| 3Y | +70.1% | +36.5% | +33.6% | +24.5% |
| 5Y | +125.8% | +119.3% | +6.4% | +19.2% |
| 10Y | +200.6% | +8.0% | +192.6% | +57.0% |
| All | +1,881.2% | +284.1% | +1,597.2% | +1,077.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling