-61.3%
JD vs TECK
+207.5%
-268.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.2% | -6.2% | -3.5% |
| 7D | -0.8% | +7.8% | -8.5% | -3.5% |
| 30D | -16.0% | +8.3% | -24.3% | -18.5% |
| 3M | -3.2% | +16.1% | -19.3% | -9.2% |
| 6M | +6.1% | +42.9% | -36.8% | -8.9% |
| YTD | -0.1% | +50.8% | -50.9% | -17.1% |
| 1Y | -12.7% | +106.1% | -118.8% | -36.6% |
| 3Y | -6.3% | +84.0% | -90.3% | -30.4% |
| 5Y | -61.3% | +223.5% | -284.8% | -76.6% |
| All | -61.3% | +207.5% | -268.8% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling