+349.0%
TECK vs BAH
+207.9%
+141.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -3.8% | +4.3% | -8.1% | -4.8% |
| 30D | +0.7% | -2.5% | +3.2% | +1.1% |
| 3M | +4.6% | -0.9% | +5.5% | +4.3% |
| 6M | +25.1% | +1.5% | +23.7% | +23.3% |
| YTD | +39.2% | -8.0% | +47.1% | +38.7% |
| 1Y | +60.3% | -24.7% | +85.1% | +68.0% |
| 3Y | +62.9% | -28.4% | +91.3% | +63.2% |
| 5Y | +181.5% | +2.8% | +178.7% | +142.7% |
| All | +349.0% | +207.9% | +141.1% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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