+16.7%
BABA vs TECK
+373.9%
-357.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -1.7% |
| 7D | -0.2% | +7.8% | -7.9% | -2.2% |
| 30D | -12.3% | +8.3% | -20.5% | -14.4% |
| 3M | -5.3% | +16.1% | -21.4% | -10.1% |
| 6M | -13.1% | +42.9% | -55.9% | -22.4% |
| YTD | -22.4% | +50.8% | -73.2% | -32.2% |
| 1Y | -19.5% | +106.1% | -125.6% | -35.8% |
| 3Y | +32.9% | +84.0% | -51.1% | +6.9% |
| 5Y | -29.9% | +223.5% | -253.3% | -52.3% |
| 10Y | +16.7% | +378.1% | -361.4% | -31.8% |
| All | +16.7% | +373.9% | -357.2% | -31.8% |
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