+51.8%
VG vs TECK
+59.3%
-7.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +4.3% | -12.0% | -6.5% |
| 7D | -16.4% | +2.3% | -18.6% | -15.5% |
| 30D | -10.8% | -5.0% | -5.8% | -11.5% |
| 3M | -6.3% | -0.3% | -6.0% | -5.5% |
| 6M | -12.5% | +13.9% | -26.4% | -7.3% |
| YTD | +76.9% | +35.2% | +41.7% | +79.2% |
| 1Y | +51.8% | +57.5% | -5.7% | +39.5% |
| All | +51.8% | +59.3% | -7.5% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling