+387.0%
VNQ vs TECK
+796.8%
-409.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.2% | -0.6% |
| 7D | -0.9% | +4.9% | -5.8% | -1.8% |
| 30D | -2.2% | +5.2% | -7.4% | -3.3% |
| 3M | -1.9% | +13.8% | -15.7% | -5.0% |
| 6M | +3.2% | +38.5% | -35.2% | -4.5% |
| YTD | +9.4% | +47.3% | -37.9% | -0.6% |
| 1Y | +7.5% | +81.0% | -73.5% | -6.7% |
| 3Y | +31.1% | +79.9% | -48.8% | +10.4% |
| 5Y | +6.6% | +207.9% | -201.3% | -23.2% |
| 10Y | +63.9% | +389.5% | -325.5% | -7.2% |
| All | +387.0% | +796.8% | -409.8% | +83.6% |
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