+23.7%
JBL vs TECK
+59.3%
-35.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +4.3% | -9.1% | -7.0% |
| 7D | -11.1% | +2.3% | -13.4% | -12.3% |
| 30D | -14.1% | -5.0% | -9.1% | -12.0% |
| 3M | -23.9% | -0.3% | -23.6% | -24.6% |
| 6M | -24.1% | +13.9% | -38.0% | -30.4% |
| YTD | +13.5% | +35.2% | -21.7% | -4.6% |
| 1Y | +23.7% | +57.5% | -33.8% | -6.0% |
| All | +23.7% | +59.3% | -35.6% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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