+45.8%
VSH vs TECK
+131.7%
-85.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.9% | -0.7% | -2.9% |
| 7D | +26.2% | +2.1% | +24.1% | +25.4% |
| 30D | -12.5% | -8.9% | -3.6% | -8.3% |
| 3M | -16.9% | -7.1% | -9.8% | -13.9% |
| 6M | -17.0% | -7.0% | -10.0% | -13.5% |
| YTD | +93.8% | +28.3% | +65.5% | +78.5% |
| 1Y | +99.3% | +40.6% | +58.8% | +77.6% |
| 3Y | +35.0% | +78.2% | -43.2% | +10.2% |
| 5Y | +45.8% | +129.5% | -83.7% | +5.8% |
| All | +45.8% | +131.7% | -85.9% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling