+166.0%
JCI vs TECK
+75.5%
+90.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.4% |
| 7D | +4.1% | +4.9% | -0.8% | +2.8% |
| 30D | -3.8% | +5.2% | -9.0% | -5.2% |
| 3M | -1.6% | +13.8% | -15.4% | -5.2% |
| 6M | +9.5% | +38.5% | -29.0% | -0.1% |
| YTD | +21.7% | +47.3% | -25.6% | +8.4% |
| 1Y | +37.1% | +81.0% | -43.8% | +15.3% |
| All | +166.0% | +75.5% | +90.5% | +116.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling