+72.3%
BA vs TECK
+373.9%
-301.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -2.0% |
| 7D | +2.5% | +7.8% | -5.3% | 0.0% |
| 30D | -10.1% | +8.3% | -18.4% | -12.5% |
| 3M | -2.4% | +16.1% | -18.5% | -7.5% |
| 6M | -8.8% | +42.9% | -51.7% | -19.4% |
| YTD | -2.9% | +50.8% | -53.7% | -16.7% |
| 1Y | -8.8% | +106.1% | -114.8% | -30.0% |
| 3Y | -0.3% | +84.0% | -84.3% | -23.5% |
| 5Y | -0.3% | +223.5% | -223.8% | -41.3% |
| 10Y | +72.3% | +378.1% | -305.8% | -22.9% |
| All | +72.3% | +373.9% | -301.6% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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