+67.0%
VSH vs TECK
+213.6%
-146.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.6% |
| 7D | +3.5% | +4.9% | -1.3% | +1.4% |
| 30D | -4.4% | +5.2% | -9.6% | -6.6% |
| 3M | -45.8% | +13.8% | -59.6% | -48.5% |
| 6M | +90.1% | +38.5% | +51.7% | +68.9% |
| YTD | +120.3% | +47.3% | +73.0% | +91.0% |
| 1Y | +112.2% | +81.0% | +31.2% | +71.5% |
| 3Y | +36.6% | +79.9% | -43.3% | +8.1% |
| 5Y | +67.0% | +207.9% | -140.8% | +15.3% |
| All | +67.0% | +213.6% | -146.6% | +15.3% |
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