-32.0%
BAX vs TECK
+85.2%
-117.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.2% | -7.9% | -4.6% |
| 7D | -2.4% | +7.8% | -10.2% | -4.0% |
| 30D | -9.7% | +8.3% | -18.0% | -11.4% |
| 3M | +29.3% | +16.1% | +13.2% | +24.4% |
| 6M | +40.7% | +42.9% | -2.2% | +28.5% |
| YTD | +30.3% | +50.8% | -20.5% | +17.1% |
| 1Y | +3.4% | +106.1% | -102.7% | -13.3% |
| 3Y | -32.0% | +84.0% | -116.1% | -44.4% |
| All | -32.0% | +85.2% | -117.3% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling