+34.0%
VSH vs TECK
+75.5%
-41.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +2.0% |
| 7D | +3.5% | +4.9% | -1.3% | +0.5% |
| 30D | -4.4% | +5.2% | -9.6% | -7.5% |
| 3M | -45.8% | +13.8% | -59.6% | -49.7% |
| 6M | +90.1% | +38.5% | +51.7% | +59.6% |
| YTD | +120.3% | +47.3% | +73.0% | +77.8% |
| 1Y | +112.2% | +81.0% | +31.2% | +54.0% |
| All | +34.0% | +75.5% | -41.5% | -6.4% |
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