+64.4%
TECK vs BAH
+1,079.0%
-1,014.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -3.9% |
| 7D | +2.1% | -2.6% | +4.7% | +2.9% |
| 30D | -8.9% | +20.4% | -29.3% | -14.3% |
| 3M | -7.1% | +11.9% | -18.9% | -11.0% |
| 6M | -7.0% | +17.1% | -24.1% | -13.1% |
| YTD | +28.3% | +5.5% | +22.8% | +21.4% |
| 1Y | +40.6% | +5.6% | +34.9% | +32.6% |
| 3Y | +78.2% | -26.5% | +104.7% | +80.5% |
| 5Y | +129.5% | +6.5% | +123.1% | +93.8% |
| 10Y | +205.6% | +203.0% | +2.6% | +48.5% |
| All | +64.4% | +1,079.0% | -1,014.6% | -65.3% |
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