+188.6%
TECK vs VYM
+77.5%
+111.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | -0.3% |
| 7D | -3.8% | -0.8% | -3.1% | -2.6% |
| 30D | +0.7% | -2.2% | +3.0% | +4.5% |
| 3M | +4.6% | +3.1% | +1.5% | -0.2% |
| 6M | +25.1% | +9.7% | +15.4% | +9.1% |
| YTD | +39.2% | +14.9% | +24.3% | +13.4% |
| 1Y | +60.3% | +17.6% | +42.8% | +26.2% |
| 3Y | +62.9% | +65.3% | -2.4% | -22.1% |
| All | +188.6% | +77.5% | +111.0% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling