+53.4%
TECK vs BAM
+5.0%
+48.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.3% | +4.6% | +5.8% |
| 7D | +3.1% | +5.3% | -2.2% | +0.8% |
| 30D | -5.0% | +18.1% | -23.1% | -11.8% |
| 3M | -2.6% | +4.2% | -6.8% | -4.8% |
| 6M | 0.0% | +11.1% | -11.1% | -5.7% |
| YTD | +35.6% | +6.6% | +29.0% | +28.1% |
| All | +53.4% | +5.0% | +48.4% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling