+2,449.8%
JPM vs TECK
+2,265.7%
+184.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -2.4% |
| 7D | -0.4% | +7.8% | -8.2% | -2.2% |
| 30D | -1.1% | +8.3% | -9.4% | -3.1% |
| 3M | +14.1% | +16.1% | -1.9% | +9.6% |
| 6M | +23.3% | +42.9% | -19.6% | +12.0% |
| YTD | +11.3% | +50.8% | -39.5% | -0.8% |
| 1Y | +23.0% | +106.1% | -83.1% | +1.3% |
| 3Y | +162.6% | +84.0% | +78.5% | +115.3% |
| 5Y | +152.8% | +223.5% | -70.7% | +72.5% |
| 10Y | +583.6% | +378.1% | +205.6% | +277.0% |
| All | +2,449.8% | +2,265.7% | +184.1% | +840.9% |
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