+38.5%
TECK vs VYM
+10.1%
+28.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -0.9% |
| 7D | +4.9% | -1.0% | +5.8% | +7.6% |
| 30D | +5.2% | -2.0% | +7.2% | +11.1% |
| 3M | +13.8% | +3.1% | +10.7% | +3.9% |
| 6M | +38.5% | +8.9% | +29.6% | +10.2% |
| All | +38.5% | +10.1% | +28.4% | +10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling