-49.4%
VG vs TECK
+44.6%
-94.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +2.0% |
| 7D | -7.7% | +1.7% | -9.4% | -7.9% |
| 30D | -8.8% | -7.6% | -1.2% | -7.9% |
| 3M | -15.6% | -5.9% | -9.7% | -15.3% |
| 6M | +5.2% | -2.8% | +8.1% | +4.3% |
| YTD | +76.9% | +31.8% | +45.1% | +49.2% |
| 1Y | +42.5% | +49.1% | -6.6% | +11.8% |
| All | -49.4% | +44.6% | -94.0% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling