-16.1%
BA vs TECK
+77.0%
-93.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -0.7% |
| 7D | -0.6% | +2.1% | -2.7% | -1.2% |
| 30D | -8.0% | -8.9% | +0.9% | -6.0% |
| 3M | -25.8% | -7.1% | -18.7% | -24.8% |
| 6M | -27.6% | -7.0% | -20.6% | -27.1% |
| YTD | -21.0% | +28.3% | -49.3% | -28.6% |
| 1Y | -12.3% | +40.6% | -52.8% | -23.1% |
| All | -16.1% | +77.0% | -93.1% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling