+26.5%
BAC vs TECK
+108.8%
-82.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | -0.9% | +4.6% | -5.5% | -1.4% |
| 3M | +16.3% | +2.8% | +13.5% | +15.6% |
| 6M | +26.0% | +24.9% | +1.1% | +21.6% |
| YTD | +15.2% | +44.7% | -29.5% | +10.0% |
| 1Y | +26.5% | +112.0% | -85.5% | +16.5% |
| All | +26.5% | +108.8% | -82.3% | +16.5% |
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