+176.0%
TECK vs VYM
+487.3%
-311.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.4% |
| 7D | +4.9% | -1.0% | +5.8% | +6.7% |
| 30D | +5.2% | -2.0% | +7.2% | +9.0% |
| 3M | +13.8% | +3.1% | +10.7% | +8.2% |
| 6M | +38.5% | +8.9% | +29.6% | +20.5% |
| YTD | +47.3% | +14.7% | +32.6% | +17.3% |
| 1Y | +81.0% | +19.4% | +61.6% | +34.6% |
| 3Y | +79.9% | +65.4% | +14.5% | -23.7% |
| 5Y | +207.9% | +77.6% | +130.3% | +16.0% |
| 10Y | +389.5% | +207.8% | +181.7% | -31.9% |
| All | +176.0% | +487.3% | -311.3% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling