-6.7%
JD vs TECK
+48.4%
-55.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.1% |
| 7D | +5.2% | +1.7% | +3.5% | +4.8% |
| 30D | +4.5% | -7.6% | +12.1% | +5.5% |
| 3M | -15.4% | -5.9% | -9.5% | -15.0% |
| 6M | -6.0% | -2.8% | -3.2% | -5.7% |
| YTD | +2.2% | +31.8% | -29.7% | -4.3% |
| 1Y | -6.7% | +49.1% | -55.8% | -14.9% |
| All | -6.7% | +48.4% | -55.1% | -14.9% |
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 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