+1,004.0%
TECK vs VO
+825.6%
+178.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.7% |
| 7D | -0.4% | +3.1% | -3.5% | -5.1% |
| 30D | -7.1% | +2.2% | -9.3% | -9.9% |
| 3M | -5.5% | -2.5% | -3.0% | -0.9% |
| 6M | -9.7% | +7.0% | -16.7% | -18.0% |
| YTD | +26.3% | +14.0% | +12.3% | +4.3% |
| 1Y | +44.4% | +15.6% | +28.7% | +16.6% |
| 3Y | +70.1% | +66.2% | +3.9% | -23.2% |
| 5Y | +125.8% | +36.6% | +89.2% | +35.9% |
| 10Y | +200.6% | +199.0% | +1.6% | -52.6% |
| All | +1,004.0% | +825.6% | +178.4% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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