-9.7%
JD vs TECK
+59.3%
-69.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.3% | -1.2% | +2.4% |
| 7D | +9.0% | +2.3% | +6.7% | +8.5% |
| 30D | +5.2% | -5.0% | +10.2% | +5.8% |
| 3M | -15.9% | -0.3% | -15.6% | -16.1% |
| 6M | -7.7% | +13.9% | -21.5% | -10.0% |
| YTD | +0.1% | +35.2% | -35.1% | -6.2% |
| 1Y | -9.7% | +57.5% | -67.3% | -18.1% |
| All | -9.7% | +59.3% | -69.0% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling