+26.6%
BA vs TECK
+211.9%
-185.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.5% |
| 7D | 0.0% | +1.7% | -1.6% | -0.7% |
| 30D | -8.9% | -7.6% | -1.3% | -7.0% |
| 3M | -25.5% | -5.9% | -19.6% | -24.7% |
| 6M | -27.0% | -2.8% | -24.1% | -27.5% |
| YTD | -20.1% | +31.8% | -52.0% | -29.2% |
| 1Y | -11.0% | +49.1% | -60.1% | -24.4% |
| 3Y | -11.8% | +83.0% | -94.8% | -32.7% |
| 5Y | -20.6% | +150.6% | -171.3% | -49.7% |
| 10Y | +26.6% | +219.0% | -192.3% | -40.5% |
| All | +26.6% | +211.9% | -185.3% | -40.5% |
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