+132.1%
BAX vs TECK
+1,914.1%
-1,782.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.9% |
| 7D | +0.4% | +2.1% | -1.8% | +0.1% |
| 30D | +3.4% | -8.9% | +12.3% | +4.2% |
| 3M | -4.5% | -7.1% | +2.6% | -4.0% |
| 6M | +44.0% | -7.0% | +51.0% | +44.3% |
| YTD | +34.9% | +28.3% | +6.5% | +30.9% |
| 1Y | +37.9% | +40.6% | -2.6% | +32.7% |
| 3Y | -17.1% | +78.2% | -95.2% | -22.7% |
| 5Y | -64.3% | +129.5% | -193.8% | -68.0% |
| 10Y | -35.9% | +205.6% | -241.5% | -46.9% |
| All | +132.1% | +1,914.1% | -1,782.1% | +65.3% |
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