+196.9%
TECK vs VT
+221.8%
-24.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.2% |
| 7D | -0.4% | +2.4% | -2.8% | -3.9% |
| 30D | -7.1% | -1.5% | -5.6% | -4.3% |
| 3M | -5.5% | -4.1% | -1.4% | +2.0% |
| 6M | -9.7% | +0.6% | -10.3% | -8.8% |
| YTD | +26.3% | +11.0% | +15.2% | +10.5% |
| 1Y | +44.4% | +13.3% | +31.0% | +22.5% |
| 3Y | +70.1% | +73.4% | -3.3% | -23.0% |
| 5Y | +125.8% | +57.4% | +68.4% | +20.3% |
| All | +196.9% | +221.8% | -24.8% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling