+374.9%
V vs TECK
+373.8%
+1.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.3% | +1.0% |
| 7D | -3.0% | -4.2% | +1.2% | -2.4% |
| 30D | +1.2% | -0.4% | +1.6% | +1.1% |
| 3M | +13.9% | +10.1% | +3.8% | +11.4% |
| 6M | +17.2% | +26.0% | -8.7% | +11.0% |
| YTD | +5.3% | +38.0% | -32.7% | -2.4% |
| 1Y | +9.5% | +63.8% | -54.3% | -2.2% |
| 3Y | +51.9% | +68.5% | -16.6% | +30.6% |
| 5Y | +69.6% | +179.2% | -109.6% | +25.9% |
| All | +374.9% | +373.8% | +1.1% | +184.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TECK 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling