+55.0%
JD vs TECK
+244.9%
-189.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.0% | -9.5% | -4.1% |
| 7D | +7.9% | +3.1% | +4.8% | +6.9% |
| 30D | +4.8% | -5.0% | +9.7% | +5.6% |
| 3M | -13.9% | -2.6% | -11.3% | -13.9% |
| 6M | -5.8% | 0.0% | -5.8% | -7.1% |
| YTD | +2.4% | +35.6% | -33.2% | -6.9% |
| 1Y | -7.5% | +58.1% | -65.6% | -19.1% |
| 3Y | +20.9% | +93.3% | -72.5% | +0.2% |
| 5Y | -58.0% | +153.7% | -211.7% | -67.6% |
| 10Y | +28.9% | +226.7% | -197.8% | -12.4% |
| All | +55.0% | +244.9% | -189.9% | +2.2% |
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