+375.2%
V vs TECK
+405.7%
-30.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | 0.0% |
| 7D | -2.9% | +4.9% | -7.8% | -3.7% |
| 30D | +1.9% | +5.2% | -3.3% | +0.9% |
| 3M | +13.2% | +13.8% | -0.6% | +10.1% |
| 6M | +16.7% | +38.5% | -21.8% | +8.7% |
| YTD | +5.4% | +47.3% | -42.0% | -3.4% |
| 1Y | +7.7% | +81.0% | -73.3% | -5.5% |
| 3Y | +52.0% | +79.9% | -27.9% | +29.3% |
| 5Y | +67.7% | +207.9% | -140.1% | +22.3% |
| All | +375.2% | +405.7% | -30.5% | +181.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling