+1,982.3%
JBL vs TECK
+2,265.7%
-283.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | -0.6% |
| 7D | +4.4% | +7.8% | -3.3% | +2.2% |
| 30D | -8.4% | +8.3% | -16.7% | -10.6% |
| 3M | -14.2% | +16.1% | -30.2% | -17.9% |
| 6M | +29.6% | +42.9% | -13.2% | +16.9% |
| YTD | +37.1% | +50.8% | -13.7% | +21.3% |
| 1Y | +49.5% | +106.1% | -56.6% | +20.7% |
| 3Y | +192.7% | +84.0% | +108.6% | +138.3% |
| 5Y | +411.3% | +223.5% | +187.9% | +239.5% |
| 10Y | +1,447.6% | +378.1% | +1,069.5% | +722.0% |
| All | +1,982.3% | +2,265.7% | -283.4% | +705.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling