+195.2%
TECK vs VT
+66.2%
+129.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.3% | +0.4% | -0.8% | -1.0% |
| 30D | +4.6% | +1.0% | +3.6% | +3.0% |
| 3M | +2.8% | +2.4% | +0.5% | -0.1% |
| 6M | +24.9% | +12.0% | +12.9% | +7.0% |
| YTD | +44.7% | +15.3% | +29.4% | +19.3% |
| 1Y | +112.0% | +22.6% | +89.4% | +60.5% |
| 3Y | +67.6% | +74.7% | -7.1% | -19.8% |
| All | +195.2% | +66.2% | +129.0% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling