+71.1%
TECK vs BAH
+1,077.1%
-1,006.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | -1.2% | -1.6% | +0.4% | -0.8% |
| 30D | -5.7% | +18.0% | -23.7% | -10.7% |
| 3M | -3.6% | +11.4% | -15.0% | -7.6% |
| 6M | -2.2% | +17.7% | -19.9% | -8.8% |
| YTD | +33.6% | +5.4% | +28.2% | +26.4% |
| 1Y | +49.0% | +2.8% | +46.2% | +41.9% |
| 3Y | +85.4% | -26.7% | +112.0% | +87.9% |
| 5Y | +138.5% | +8.1% | +130.4% | +100.0% |
| 10Y | +218.0% | +202.5% | +15.4% | +54.6% |
| All | +71.1% | +1,077.1% | -1,006.0% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling