-73.8%
JBLU vs TECK
+377.7%
-451.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -5.0% | -3.8% | -1.1% | -3.8% |
| 30D | -23.9% | +0.7% | -24.6% | -24.3% |
| 3M | -11.6% | +4.6% | -16.3% | -13.9% |
| 6M | -0.2% | +25.1% | -25.3% | -9.1% |
| YTD | -3.3% | +39.2% | -42.5% | -15.8% |
| 1Y | -15.4% | +60.3% | -75.7% | -30.8% |
| 3Y | -14.7% | +62.9% | -77.6% | -32.0% |
| 5Y | -70.0% | +181.5% | -251.5% | -81.5% |
| All | -73.8% | +377.7% | -451.5% | -88.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling