+15.8%
BABA vs TECK
+221.5%
-205.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.0% | -10.7% | -5.6% |
| 7D | +3.8% | +3.1% | +0.7% | +2.7% |
| 30D | -5.4% | -5.0% | -0.4% | -4.4% |
| 3M | -17.9% | -2.6% | -15.4% | -17.9% |
| 6M | -24.1% | 0.0% | -24.0% | -25.3% |
| YTD | -27.4% | +35.6% | -63.1% | -35.1% |
| 1Y | -36.1% | +58.1% | -94.2% | -45.5% |
| 3Y | +35.4% | +93.3% | -58.0% | +7.3% |
| 5Y | -30.1% | +153.7% | -183.8% | -49.8% |
| 10Y | +15.8% | +226.7% | -210.9% | -28.8% |
| All | +15.8% | +221.5% | -205.7% | -28.8% |
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