-39.3%
VG vs TECK
+58.8%
-98.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +1.7% | -0.3% | +2.0% | +1.7% |
| 30D | +16.0% | +4.6% | +11.4% | +15.1% |
| 3M | +9.7% | +2.8% | +6.9% | +9.0% |
| 6M | +29.6% | +24.9% | +4.7% | +19.9% |
| YTD | +112.0% | +44.7% | +67.3% | +77.1% |
| 1Y | +12.8% | +112.0% | -99.2% | -25.9% |
| All | -39.3% | +58.8% | -98.1% | -53.5% |
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