+54.3%
JD vs TECK
+268.0%
-213.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -1.7% | -0.3% | -1.3% | -1.6% |
| 30D | -13.2% | +4.6% | -17.8% | -14.1% |
| 3M | -3.2% | +2.8% | -6.0% | -4.5% |
| 6M | +15.2% | +24.9% | -9.7% | +8.0% |
| YTD | +2.0% | +44.7% | -42.8% | -8.1% |
| 1Y | -5.4% | +112.0% | -117.4% | -22.4% |
| 3Y | -9.1% | +67.6% | -76.7% | -22.1% |
| 5Y | -59.6% | +200.3% | -260.0% | -69.7% |
| 10Y | +26.2% | +358.2% | -332.0% | -17.8% |
| All | +54.3% | +268.0% | -213.7% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling