+85.4%
TECK vs BAH
+886.2%
-800.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.9% |
| 7D | -0.3% | -3.2% | +2.9% | +0.7% |
| 30D | +4.6% | +2.0% | +2.6% | +3.8% |
| 3M | +2.8% | -7.6% | +10.5% | +4.7% |
| 6M | +24.9% | -5.7% | +30.6% | +24.9% |
| YTD | +44.7% | -11.7% | +56.5% | +45.9% |
| 1Y | +112.0% | -27.4% | +139.4% | +127.6% |
| 3Y | +67.6% | -32.5% | +100.1% | +73.3% |
| 5Y | +200.3% | -3.3% | +203.7% | +159.3% |
| 10Y | +358.2% | +186.0% | +172.2% | +122.4% |
| All | +85.4% | +886.2% | -800.8% | -58.3% |
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