+188.9%
BAC vs TECK
+1,914.1%
-1,725.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.8% |
| 7D | +1.5% | +2.1% | -0.6% | +0.8% |
| 30D | -6.4% | -8.9% | +2.5% | -4.1% |
| 3M | -21.7% | -7.1% | -14.6% | -20.5% |
| 6M | +0.5% | -7.0% | +7.5% | +0.9% |
| YTD | -6.7% | +28.3% | -35.0% | -16.0% |
| 1Y | -4.7% | +40.6% | -45.2% | -16.7% |
| 3Y | +96.1% | +78.2% | +17.9% | +53.4% |
| 5Y | +21.7% | +129.5% | -107.8% | -16.7% |
| 10Y | +232.0% | +205.6% | +26.4% | +79.5% |
| All | +188.9% | +1,914.1% | -1,725.2% | -9.2% |
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