-4.2%
JD vs TECK
+76.5%
-80.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | -1.7% | -0.3% | -1.3% | -1.6% |
| 30D | -13.2% | +4.6% | -17.8% | -14.5% |
| 3M | -3.2% | +2.8% | -6.0% | -4.9% |
| 6M | +15.2% | +24.9% | -9.7% | +3.9% |
| YTD | +2.0% | +44.7% | -42.8% | -14.5% |
| 1Y | -5.4% | +112.0% | -117.4% | -33.6% |
| All | -4.2% | +76.5% | -80.6% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling