+69.9%
TECK vs VT
+346.0%
-276.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.5% |
| 7D | -0.2% | -2.3% | +2.1% | +4.3% |
| 30D | -7.5% | -5.0% | -2.6% | +1.9% |
| 3M | -8.4% | -4.9% | -3.6% | +0.9% |
| 6M | -2.2% | -1.5% | -0.7% | +2.4% |
| YTD | +26.8% | +8.5% | +18.3% | +12.8% |
| 1Y | +46.5% | +11.4% | +35.1% | +24.5% |
| 3Y | +69.0% | +70.1% | -1.0% | -32.0% |
| 5Y | +138.8% | +53.7% | +85.0% | +14.8% |
| 10Y | +224.3% | +220.0% | +4.4% | -59.3% |
| All | +69.9% | +346.0% | -276.1% | -86.4% |
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