+70.2%
TECK vs BAM
+80.8%
-10.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.7% | -2.8% |
| 7D | +2.1% | -2.0% | +4.1% | +3.3% |
| 30D | -8.9% | +13.7% | -22.6% | -14.5% |
| 3M | -7.1% | -4.8% | -2.3% | -5.0% |
| 6M | -7.0% | +7.6% | -14.6% | -10.9% |
| YTD | +28.3% | +1.2% | +27.2% | +25.9% |
| 1Y | +40.6% | -2.3% | +42.8% | +40.1% |
| 3Y | +78.2% | +84.1% | -5.9% | +27.9% |
| All | +70.2% | +80.8% | -10.6% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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