+590.9%
JPM vs TECK
+377.7%
+213.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.6% |
| 7D | -0.7% | -3.8% | +3.2% | +0.2% |
| 30D | -2.5% | +0.7% | -3.2% | -2.8% |
| 3M | +14.1% | +4.6% | +9.5% | +12.2% |
| 6M | +25.1% | +25.1% | 0.0% | +16.7% |
| YTD | +12.1% | +39.2% | -27.0% | +1.3% |
| 1Y | +18.8% | +60.3% | -41.5% | +3.1% |
| 3Y | +163.4% | +62.9% | +100.5% | +119.4% |
| 5Y | +156.5% | +181.5% | -24.9% | +73.7% |
| All | +590.9% | +377.7% | +213.2% | +265.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling