+27.3%
BAC vs TECK
+74.0%
-46.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.7% |
| 7D | +0.6% | +4.9% | -4.3% | +0.1% |
| 30D | -1.4% | +5.2% | -6.6% | -1.9% |
| 3M | +15.7% | +13.8% | +2.0% | +13.8% |
| 6M | +32.2% | +38.5% | -6.3% | +26.3% |
| YTD | +15.8% | +47.3% | -31.6% | +10.2% |
| 1Y | +27.3% | +81.0% | -53.7% | +18.7% |
| All | +27.3% | +74.0% | -46.7% | +18.7% |
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