+93.9%
TECK vs VT
+374.2%
-280.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.3% | +0.4% | -0.8% | -1.1% |
| 30D | +4.6% | +1.0% | +3.6% | +2.8% |
| 3M | +2.8% | +2.4% | +0.5% | -0.6% |
| 6M | +24.9% | +12.0% | +12.9% | +3.7% |
| YTD | +44.7% | +15.3% | +29.4% | +14.4% |
| 1Y | +112.0% | +22.6% | +89.4% | +50.6% |
| 3Y | +67.6% | +74.7% | -7.1% | -36.2% |
| 5Y | +200.3% | +66.1% | +134.2% | +24.3% |
| 10Y | +358.2% | +225.0% | +133.2% | -44.1% |
| All | +93.9% | +374.2% | -280.3% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling