-35.9%
BABA vs TECK
+52.7%
-88.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.0% | -10.7% | -5.1% |
| 7D | +3.8% | +3.1% | +0.7% | +3.0% |
| 30D | -5.4% | -5.0% | -0.4% | -4.6% |
| 3M | -17.9% | -2.6% | -15.4% | -17.8% |
| 6M | -24.1% | 0.0% | -24.0% | -24.0% |
| YTD | -27.4% | +35.6% | -63.1% | -32.3% |
| All | -35.9% | +52.7% | -88.6% | -40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling