+136.2%
TECK vs VIG
+655.8%
-519.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -0.4% | +3.5% | -3.9% | -6.4% |
| 30D | -7.1% | +4.9% | -12.0% | -14.7% |
| 3M | -5.5% | +2.5% | -8.0% | -9.4% |
| 6M | -9.7% | +11.0% | -20.7% | -24.7% |
| YTD | +26.3% | +16.0% | +10.3% | -2.0% |
| 1Y | +44.4% | +17.5% | +26.8% | +9.5% |
| 3Y | +70.1% | +67.0% | +3.1% | -31.4% |
| 5Y | +125.8% | +64.8% | +61.0% | -8.4% |
| 10Y | +200.6% | +263.6% | -63.0% | -75.8% |
| All | +136.2% | +655.8% | -519.6% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling