+317.6%
VOO vs TECK
+377.7%
-60.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -0.8% | -3.8% | +3.1% | -0.1% |
| 30D | -1.1% | +0.7% | -1.8% | -1.3% |
| 3M | +3.9% | +4.6% | -0.7% | +2.6% |
| 6M | +13.6% | +25.1% | -11.5% | +8.1% |
| YTD | +12.7% | +39.2% | -26.5% | +4.6% |
| 1Y | +17.6% | +60.3% | -42.7% | +6.0% |
| 3Y | +77.3% | +62.9% | +14.4% | +55.4% |
| 5Y | +84.1% | +181.5% | -97.3% | +41.0% |
| All | +317.6% | +377.7% | -60.1% | +166.8% |
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