-38.3%
BAX vs TECK
+373.8%
-412.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.5% | -0.1% |
| 7D | -5.4% | -4.2% | -1.2% | -5.0% |
| 30D | -12.4% | -0.4% | -12.0% | -12.4% |
| 3M | +19.1% | +10.1% | +9.0% | +17.4% |
| 6M | +38.6% | +26.0% | +12.6% | +34.2% |
| YTD | +26.7% | +38.0% | -11.3% | +21.3% |
| 1Y | +1.0% | +63.8% | -62.8% | -5.2% |
| 3Y | -33.9% | +68.5% | -102.4% | -39.0% |
| 5Y | -67.0% | +179.2% | -246.2% | -71.5% |
| All | -38.3% | +373.8% | -412.1% | -50.6% |
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 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