-5.9%
JD vs TECK
+38.3%
-44.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.2% | +1.7% |
| 7D | -4.1% | -0.4% | -3.7% | -4.1% |
| 30D | +4.6% | -7.1% | +11.7% | +5.4% |
| 3M | -4.7% | -5.5% | +0.7% | -4.5% |
| 6M | -17.4% | -9.7% | -7.6% | -16.1% |
| YTD | +0.7% | +26.3% | -25.5% | -4.9% |
| 1Y | -5.9% | +44.4% | -50.2% | -13.3% |
| All | -5.9% | +38.3% | -44.1% | -13.3% |
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