+233.0%
BAC vs TECK
+218.8%
+14.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.4% |
| 7D | -1.9% | -1.2% | -0.6% | -1.6% |
| 30D | -7.2% | -5.7% | -1.4% | -5.8% |
| 3M | -20.4% | -3.6% | -16.8% | -20.1% |
| 6M | +1.3% | -2.2% | +3.5% | +0.3% |
| YTD | -6.4% | +33.6% | -39.9% | -16.3% |
| 1Y | -3.5% | +49.0% | -52.5% | -16.6% |
| 3Y | +96.7% | +85.4% | +11.3% | +52.8% |
| 5Y | +20.6% | +138.5% | -117.9% | -18.6% |
| 10Y | +233.0% | +218.0% | +15.1% | +63.4% |
| All | +233.0% | +218.8% | +14.2% | +63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling