+1,109.5%
JCI vs TECK
+2,171.4%
-1,062.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +3.8% | -0.3% | +4.2% | +3.9% |
| 30D | -5.7% | +4.6% | -10.3% | -6.6% |
| 3M | -1.4% | +2.8% | -4.2% | -2.2% |
| 6M | +4.1% | +24.9% | -20.8% | -0.9% |
| YTD | +21.7% | +44.7% | -23.0% | +12.1% |
| 1Y | +36.1% | +112.0% | -75.8% | +15.9% |
| 3Y | +154.4% | +67.6% | +86.8% | +122.1% |
| 5Y | +112.0% | +200.3% | -88.3% | +59.8% |
| 10Y | +322.2% | +358.2% | -36.0% | +165.4% |
| All | +1,109.5% | +2,171.4% | -1,062.0% | +299.1% |
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