+218.0%
TECK vs VT
+224.4%
-6.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | -0.5% |
| 7D | -1.2% | -0.7% | -0.5% | +0.2% |
| 30D | -5.7% | -1.7% | -4.0% | -2.5% |
| 3M | -3.6% | -2.3% | -1.3% | +0.8% |
| 6M | -2.2% | +1.5% | -3.7% | -2.8% |
| YTD | +33.6% | +12.0% | +21.5% | +15.2% |
| 1Y | +49.0% | +12.9% | +36.1% | +27.3% |
| 3Y | +85.4% | +74.9% | +10.4% | -17.3% |
| 5Y | +138.5% | +59.9% | +78.6% | +23.8% |
| 10Y | +218.0% | +224.6% | -6.6% | -44.6% |
| All | +218.0% | +224.4% | -6.4% | -44.6% |
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