+132.9%
BAX vs TECK
+2,171.4%
-2,038.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | -5.5% | +4.6% | -10.1% | -5.9% |
| 3M | +33.5% | +2.8% | +30.7% | +32.8% |
| 6M | +35.9% | +24.9% | +11.0% | +32.6% |
| YTD | +35.4% | +44.7% | -9.4% | +30.1% |
| 1Y | +9.8% | +112.0% | -102.2% | +1.7% |
| 3Y | -32.7% | +67.6% | -100.3% | -37.0% |
| 5Y | -65.6% | +200.3% | -265.9% | -69.9% |
| 10Y | -34.9% | +358.2% | -393.1% | -48.0% |
| All | +132.9% | +2,171.4% | -2,038.5% | +64.3% |
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