-10.1%
BA vs TECK
+66.4%
-76.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | -7.9% | -7.5% | -0.4% | -6.2% |
| 3M | -25.3% | -8.4% | -16.9% | -24.0% |
| 6M | -24.6% | -2.2% | -22.4% | -25.1% |
| YTD | -20.1% | +26.8% | -47.0% | -27.5% |
| 1Y | -11.8% | +46.5% | -58.3% | -23.8% |
| 3Y | -10.1% | +69.0% | -79.2% | -29.3% |
| All | -10.1% | +66.4% | -76.5% | -29.3% |
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 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