+63.4%
VSH vs TECK
+59.3%
+4.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.3% | -9.4% | -8.2% |
| 7D | -13.6% | +2.3% | -15.9% | -15.3% |
| 30D | -30.4% | -5.0% | -25.3% | -27.8% |
| 3M | -33.3% | -0.3% | -33.0% | -34.0% |
| 6M | -15.1% | +13.9% | -28.9% | -21.6% |
| YTD | +80.2% | +35.2% | +45.0% | +45.4% |
| 1Y | +63.4% | +57.5% | +5.8% | +15.6% |
| All | +63.4% | +59.3% | +4.1% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling