+112.0%
TECK vs VCLT
-0.4%
+112.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.2% |
| 7D | -0.3% | -0.5% | +0.2% | +0.7% |
| 30D | +4.6% | -0.9% | +5.5% | +6.5% |
| 3M | +2.8% | -3.2% | +6.1% | +10.3% |
| 6M | +24.9% | -3.8% | +28.7% | +34.0% |
| YTD | +44.7% | -2.0% | +46.8% | +50.9% |
| 1Y | +112.0% | -0.8% | +112.8% | +113.2% |
| All | +112.0% | -0.4% | +112.4% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling