+38.5%
TECK vs VSXY
+67.0%
-28.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -1.9% |
| 7D | +4.9% | -10.7% | +15.6% | +5.9% |
| 30D | +5.2% | -24.3% | +29.4% | +8.2% |
| 3M | +13.8% | +1.0% | +12.8% | +12.6% |
| 6M | +38.5% | +57.4% | -18.9% | +23.0% |
| All | +38.5% | +67.0% | -28.5% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 6mo: compounded portfolio wealth divided by compounded VSXY 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…
6mo analysis · Full analysis span regression · 6 months rolling