-66.2%
JBLU vs TECK
+2,066.2%
-2,132.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.3% | +6.5% | +1.7% |
| 7D | -4.8% | -4.2% | -0.5% | -3.9% |
| 30D | -24.4% | -0.4% | -24.1% | -24.5% |
| 3M | -4.8% | +10.1% | -14.9% | -7.3% |
| 6M | -0.5% | +26.0% | -26.4% | -6.1% |
| YTD | -3.5% | +38.0% | -41.6% | -11.2% |
| 1Y | -13.6% | +63.8% | -77.4% | -24.0% |
| 3Y | -15.3% | +68.5% | -83.8% | -26.3% |
| 5Y | -70.1% | +179.2% | -249.3% | -77.4% |
| 10Y | -72.9% | +358.6% | -431.5% | -83.0% |
| All | -66.2% | +2,066.2% | -2,132.4% | -84.4% |
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