+472.5%
TECK vs JAAA
+29.3%
+443.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +7.8% | +0.1% | +7.7% | +7.4% |
| 30D | +8.3% | +0.5% | +7.8% | +6.8% |
| 3M | +16.1% | +1.2% | +14.9% | +12.0% |
| 6M | +42.9% | +2.8% | +40.0% | +31.6% |
| YTD | +50.8% | +3.2% | +47.6% | +37.7% |
| 1Y | +106.1% | +4.8% | +101.2% | +80.4% |
| 3Y | +84.0% | +19.0% | +65.1% | +29.9% |
| 5Y | +223.5% | +26.8% | +196.6% | +100.6% |
| All | +472.5% | +29.3% | +443.2% | +240.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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