+23.9%
BABA vs TECK
+239.0%
-215.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +11.6% | -0.2% | +11.9% | +11.6% |
| 30D | +2.3% | -7.5% | +9.8% | +3.9% |
| 3M | -13.7% | -8.4% | -5.3% | -12.4% |
| 6M | -21.9% | -2.2% | -19.7% | -22.4% |
| YTD | -24.6% | +26.8% | -51.5% | -29.6% |
| 1Y | -34.1% | +46.5% | -80.6% | -40.5% |
| 3Y | +36.3% | +69.0% | -32.8% | +18.0% |
| 5Y | -26.7% | +138.8% | -165.5% | -41.5% |
| 10Y | +19.2% | +224.3% | -205.1% | -16.5% |
| All | +23.9% | +239.0% | -215.1% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling