-26.4%
BA vs TECK
+130.0%
-156.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | -1.1% | -0.4% | -0.6% | -1.1% |
| 30D | -7.1% | -7.1% | 0.0% | -5.7% |
| 3M | -25.5% | -5.5% | -20.1% | -25.0% |
| 6M | -28.7% | -9.7% | -19.0% | -27.7% |
| YTD | -21.0% | +26.3% | -47.3% | -27.6% |
| 1Y | -11.9% | +44.4% | -56.2% | -22.3% |
| 3Y | -16.2% | +70.1% | -86.2% | -31.6% |
| All | -26.4% | +130.0% | -156.4% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling