+69.0%
TECK vs BAM
+85.9%
-16.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.4% |
| 7D | -0.2% | +9.7% | -10.0% | -4.9% |
| 30D | -7.5% | +19.0% | -26.5% | -15.7% |
| 3M | -8.4% | +0.6% | -9.0% | -9.1% |
| 6M | -2.2% | +11.1% | -13.3% | -8.2% |
| YTD | +26.8% | +4.2% | +22.6% | +22.1% |
| 1Y | +46.5% | +3.3% | +43.2% | +41.4% |
| 3Y | +69.0% | +88.8% | -19.7% | +10.8% |
| All | +69.0% | +85.9% | -16.9% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling