+28.2%
BABA vs TECK
+286.9%
-258.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -4.8% | -0.3% | -4.4% | -4.7% |
| 30D | -11.9% | +4.6% | -16.5% | -12.9% |
| 3M | -9.3% | +2.8% | -12.1% | -10.5% |
| 6M | -14.2% | +24.9% | -39.1% | -19.2% |
| YTD | -22.0% | +44.7% | -66.8% | -29.1% |
| 1Y | -12.7% | +112.0% | -124.7% | -27.0% |
| 3Y | +26.7% | +67.6% | -40.9% | +9.6% |
| 5Y | -29.3% | +200.3% | -229.7% | -46.1% |
| 10Y | +21.2% | +358.2% | -337.0% | -19.1% |
| All | +28.2% | +286.9% | -258.7% | -23.6% |
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