+193.8%
VLO vs TECK
+75.5%
+118.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.0% |
| 7D | +6.2% | +4.9% | +1.4% | +5.3% |
| 30D | +23.5% | +5.2% | +18.3% | +22.2% |
| 3M | +53.9% | +13.8% | +40.1% | +49.1% |
| 6M | +81.7% | +38.5% | +43.2% | +65.1% |
| YTD | +142.5% | +47.3% | +95.1% | +114.3% |
| 1Y | +145.4% | +81.0% | +64.4% | +101.2% |
| All | +193.8% | +75.5% | +118.3% | +133.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling