-44.1%
VG vs TECK
+40.8%
-84.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.9% | +8.6% | +5.2% |
| 7D | +15.1% | +2.1% | +13.0% | +14.7% |
| 30D | -4.2% | -8.9% | +4.7% | -3.2% |
| 3M | -3.1% | -7.1% | +4.0% | -2.7% |
| 6M | +0.3% | -7.0% | +7.3% | +0.1% |
| YTD | +95.5% | +28.3% | +67.1% | +65.4% |
| 1Y | +64.4% | +40.6% | +23.9% | +31.8% |
| All | -44.1% | +40.8% | -84.9% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling