+874.6%
VMC vs TECK
+2,171.4%
-1,296.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -4.3% | -0.3% | -4.0% | -4.3% |
| 30D | -8.2% | +4.6% | -12.9% | -9.2% |
| 3M | -7.0% | +2.8% | -9.9% | -8.2% |
| 6M | -10.8% | +24.9% | -35.7% | -15.8% |
| YTD | -7.4% | +44.7% | -52.1% | -15.9% |
| 1Y | -9.5% | +112.0% | -121.5% | -24.8% |
| 3Y | +20.5% | +67.6% | -47.1% | +2.1% |
| 5Y | +51.6% | +200.3% | -148.8% | +7.9% |
| 10Y | +150.0% | +358.2% | -208.2% | +44.5% |
| All | +874.6% | +2,171.4% | -1,296.8% | +338.3% |
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