-26.6%
VRSK vs TECK
+65.8%
-92.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.3% |
| 7D | -5.2% | -3.8% | -1.3% | -5.4% |
| 30D | -2.3% | +0.7% | -3.1% | -2.2% |
| 3M | -2.9% | +4.6% | -7.5% | -2.0% |
| 6M | -12.8% | +25.1% | -37.9% | -11.0% |
| YTD | -20.8% | +39.2% | -60.0% | -19.0% |
| 1Y | -33.2% | +60.3% | -93.5% | -31.7% |
| 3Y | -26.6% | +62.9% | -89.5% | -26.1% |
| All | -26.6% | +65.8% | -92.4% | -26.1% |
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