+84.0%
TECK vs BAH
-32.1%
+116.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.2% |
| 7D | +7.8% | -4.3% | +12.1% | +7.9% |
| 30D | +8.3% | -4.5% | +12.7% | +8.4% |
| 3M | +16.1% | -7.6% | +23.7% | +16.5% |
| 6M | +42.9% | -10.6% | +53.5% | +43.5% |
| YTD | +50.8% | -12.6% | +63.3% | +50.8% |
| 1Y | +106.1% | -27.0% | +133.1% | +109.2% |
| 3Y | +84.0% | -31.5% | +115.5% | +81.4% |
| All | +84.0% | -32.1% | +116.1% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling