+349.0%
TECK vs VYM
+209.2%
+139.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | -0.2% |
| 7D | -3.8% | -0.8% | -3.1% | -2.6% |
| 30D | +0.7% | -2.2% | +3.0% | +4.3% |
| 3M | +4.6% | +3.1% | +1.5% | +0.1% |
| 6M | +25.1% | +9.7% | +15.4% | +10.0% |
| YTD | +39.2% | +14.9% | +24.3% | +14.7% |
| 1Y | +60.3% | +17.6% | +42.8% | +27.9% |
| 3Y | +62.9% | +65.3% | -2.4% | -19.7% |
| 5Y | +181.5% | +78.7% | +102.8% | +26.1% |
| All | +349.0% | +209.2% | +139.9% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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