+2,171.4%
TECK vs FLR
+340.4%
+1,831.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.6% |
| 7D | -0.3% | +5.4% | -5.8% | -3.2% |
| 30D | +4.6% | +11.4% | -6.8% | -2.9% |
| 3M | +2.8% | +11.4% | -8.6% | -4.6% |
| 6M | +24.9% | +16.6% | +8.3% | +11.1% |
| YTD | +44.7% | +41.7% | +3.0% | +15.4% |
| 1Y | +112.0% | +35.4% | +76.6% | +71.3% |
| 3Y | +67.6% | +57.3% | +10.3% | +13.6% |
| 5Y | +200.3% | +241.0% | -40.6% | +22.1% |
| 10Y | +358.2% | +16.6% | +341.6% | +128.1% |
| All | +2,171.4% | +340.4% | +1,831.1% | +1,159.8% |
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 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