+1,065.9%
JCI vs TECK
+1,881.2%
-815.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.6% | -1.9% |
| 7D | +3.2% | -0.4% | +3.6% | +3.3% |
| 30D | -8.6% | -7.1% | -1.5% | -7.3% |
| 3M | -7.7% | -5.5% | -2.3% | -6.9% |
| 6M | -2.6% | -9.7% | +7.1% | -1.1% |
| YTD | +17.4% | +26.3% | -8.9% | +10.9% |
| 1Y | +16.9% | +44.4% | -27.4% | +7.5% |
| 3Y | +186.7% | +70.1% | +116.7% | +150.2% |
| 5Y | +95.4% | +125.8% | -30.4% | +55.9% |
| 10Y | +292.7% | +200.6% | +92.1% | +167.6% |
| All | +1,065.9% | +1,881.2% | -815.3% | +294.7% |
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