+16.9%
JD vs TECK
+372.8%
-356.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.8% |
| 7D | -3.0% | +4.9% | -7.9% | -4.4% |
| 30D | -19.3% | +5.2% | -24.5% | -20.6% |
| 3M | -6.0% | +13.8% | -19.8% | -10.3% |
| 6M | +1.8% | +38.5% | -36.7% | -9.1% |
| YTD | -2.6% | +47.3% | -49.9% | -15.3% |
| 1Y | -17.4% | +81.0% | -98.4% | -32.9% |
| 3Y | -8.6% | +79.9% | -88.5% | -26.9% |
| 5Y | -61.6% | +207.9% | -269.5% | -74.0% |
| 10Y | +16.9% | +389.5% | -372.6% | -27.9% |
| All | +16.9% | +372.8% | -356.0% | -27.9% |
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