+32.1%
VSH vs TECK
+74.1%
-42.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.2% |
| 7D | +14.3% | -0.4% | +14.8% | +15.1% |
| 30D | -7.9% | -7.1% | -0.7% | -2.8% |
| 3M | -19.9% | -5.5% | -14.4% | -16.8% |
| 6M | -30.5% | -9.7% | -20.8% | -25.6% |
| YTD | +85.7% | +26.3% | +59.4% | +64.2% |
| 1Y | +98.9% | +44.4% | +54.6% | +63.5% |
| 3Y | +32.1% | +70.1% | -38.0% | -0.8% |
| All | +32.1% | +74.1% | -42.0% | -0.8% |
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 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