+340.5%
JCI vs TECK
+377.7%
-37.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.1% |
| 7D | +0.7% | -3.8% | +4.6% | +1.6% |
| 30D | -4.4% | +0.7% | -5.2% | -4.7% |
| 3M | +1.7% | +4.6% | -2.9% | +0.3% |
| 6M | +8.8% | +25.1% | -16.3% | +2.7% |
| YTD | +22.6% | +39.2% | -16.5% | +12.4% |
| 1Y | +36.2% | +60.3% | -24.1% | +20.5% |
| 3Y | +168.0% | +62.9% | +105.1% | +129.7% |
| 5Y | +113.5% | +181.5% | -68.0% | +55.4% |
| All | +340.5% | +377.7% | -37.2% | +154.6% |
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