+40.1%
VG vs TECK
+52.7%
-12.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.0% | -4.6% | +4.1% |
| 7D | -8.3% | +3.1% | -11.4% | -7.5% |
| 30D | -10.3% | -5.0% | -5.4% | -11.2% |
| 3M | -10.8% | -2.6% | -8.2% | -10.7% |
| 6M | +3.5% | 0.0% | +3.5% | +6.0% |
| YTD | +74.0% | +35.6% | +38.3% | +77.1% |
| All | +40.1% | +52.7% | -12.6% | +31.6% |
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