-17.4%
JD vs TECK
+74.0%
-91.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.0% |
| 7D | -3.0% | +4.9% | -7.9% | -3.9% |
| 30D | -19.3% | +5.2% | -24.5% | -20.2% |
| 3M | -6.0% | +13.8% | -19.8% | -8.5% |
| 6M | +1.8% | +38.5% | -36.7% | -5.9% |
| YTD | -2.6% | +47.3% | -49.9% | -13.2% |
| 1Y | -17.4% | +81.0% | -98.4% | -31.2% |
| All | -17.4% | +74.0% | -91.4% | -31.2% |
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