+28.1%
BA vs TECK
+221.5%
-193.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.0% | -7.6% | -2.8% |
| 7D | -1.7% | +3.1% | -4.8% | -2.8% |
| 30D | -9.5% | -5.0% | -4.5% | -8.4% |
| 3M | -26.5% | -2.6% | -23.9% | -26.5% |
| 6M | -27.4% | 0.0% | -27.3% | -28.5% |
| YTD | -20.6% | +35.6% | -56.3% | -30.2% |
| 1Y | -11.4% | +58.1% | -69.5% | -26.2% |
| 3Y | -10.8% | +93.3% | -104.2% | -33.2% |
| 5Y | -21.9% | +153.7% | -175.6% | -50.6% |
| 10Y | +28.1% | +226.7% | -198.6% | -40.3% |
| All | +28.1% | +221.5% | -193.4% | -40.3% |
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