-28.3%
BABA vs TECK
+134.3%
-162.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | +11.6% | -0.2% | +11.9% | +11.6% |
| 30D | +2.3% | -7.5% | +9.8% | +4.7% |
| 3M | -13.7% | -8.4% | -5.3% | -11.7% |
| 6M | -21.9% | -2.2% | -19.7% | -22.8% |
| YTD | -24.6% | +26.8% | -51.5% | -32.9% |
| 1Y | -34.1% | +46.5% | -80.6% | -44.6% |
| 3Y | +36.3% | +69.0% | -32.8% | +6.1% |
| All | -28.3% | +134.3% | -162.6% | -55.9% |
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