+0.3%
VG vs TECK
-5.0%
+5.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.9% | +8.6% | +3.6% |
| 7D | +15.1% | +2.1% | +13.0% | +15.8% |
| 30D | -4.2% | -8.9% | +4.7% | -6.2% |
| 3M | -3.1% | -7.1% | +4.0% | -4.1% |
| 6M | +0.3% | -7.0% | +7.3% | -1.9% |
| All | +0.3% | -5.0% | +5.4% | -1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling