+924.9%
VLO vs TECK
+377.7%
+547.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | +5.3% | -3.8% | +9.2% | +6.6% |
| 30D | +18.2% | +0.7% | +17.5% | +17.6% |
| 3M | +53.3% | +4.6% | +48.7% | +49.2% |
| 6M | +70.4% | +25.1% | +45.3% | +52.1% |
| YTD | +143.4% | +39.2% | +104.2% | +106.9% |
| 1Y | +153.0% | +60.3% | +92.7% | +102.0% |
| 3Y | +195.0% | +62.9% | +132.1% | +123.9% |
| 5Y | +618.8% | +181.5% | +437.3% | +316.1% |
| All | +924.9% | +377.7% | +547.2% | +345.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling