-0.3%
BA vs TECK
+85.2%
-85.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -1.8% |
| 7D | +2.5% | +7.8% | -5.3% | +0.4% |
| 30D | -10.1% | +8.3% | -18.4% | -12.2% |
| 3M | -2.4% | +16.1% | -18.5% | -6.8% |
| 6M | -8.8% | +42.9% | -51.7% | -18.0% |
| YTD | -2.9% | +50.8% | -53.7% | -15.2% |
| 1Y | -8.8% | +106.1% | -114.8% | -28.5% |
| 3Y | -0.3% | +84.0% | -84.3% | -22.4% |
| All | -0.3% | +85.2% | -85.5% | -22.4% |
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