+9.4%
VG vs TECK
+104.7%
-95.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.0% | +2.9% |
| 7D | -2.5% | +7.8% | -10.3% | -1.1% |
| 30D | +11.1% | +8.3% | +2.8% | +12.9% |
| 3M | +14.9% | +16.1% | -1.2% | +18.8% |
| 6M | +18.4% | +42.9% | -24.5% | +25.2% |
| YTD | +116.6% | +50.8% | +65.8% | +117.9% |
| 1Y | +9.4% | +106.1% | -96.7% | +11.9% |
| All | +9.4% | +104.7% | -95.4% | +11.9% |
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