+413.7%
JBL vs TECK
+180.1%
+233.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.2% | +4.8% |
| 7D | +2.4% | -3.8% | +6.3% | +3.8% |
| 30D | -13.1% | +0.7% | -13.9% | -13.5% |
| 3M | -15.6% | +4.6% | -20.2% | -17.3% |
| 6M | +24.6% | +25.1% | -0.5% | +14.8% |
| YTD | +39.6% | +39.2% | +0.4% | +24.0% |
| 1Y | +48.6% | +60.3% | -11.7% | +25.9% |
| 3Y | +197.3% | +62.9% | +134.4% | +142.7% |
| All | +413.7% | +180.1% | +233.6% | +242.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling