+61.6%
TECK vs VIG
+54.7%
+6.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-10 to 2026-09-10.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.5% | -5.8% | -5.5% |
| 7D | -4.2% | -2.2% | -2.0% | -0.5% |
| 30D | -0.4% | -3.2% | +2.9% | +5.4% |
| 3M | +10.1% | +3.0% | +7.1% | +5.0% |
| 6M | +26.0% | +8.1% | +17.9% | +11.7% |
| YTD | +38.0% | +9.1% | +29.0% | +21.0% |
| 1Y | +63.8% | +12.6% | +51.2% | +36.8% |
| All | +61.6% | +54.7% | +6.9% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 2023-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VIG 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…
2023-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling