+161.1%
VSH vs TECK
+2,171.4%
-2,010.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.3% |
| 7D | +4.1% | -0.3% | +4.4% | +4.2% |
| 30D | -4.2% | +4.6% | -8.8% | -5.6% |
| 3M | -50.0% | +2.8% | -52.8% | -50.1% |
| 6M | +80.2% | +24.9% | +55.3% | +69.8% |
| YTD | +121.1% | +44.7% | +76.3% | +99.0% |
| 1Y | +112.0% | +112.0% | 0.0% | +70.2% |
| 3Y | +22.5% | +67.6% | -45.1% | +4.0% |
| 5Y | +64.0% | +200.3% | -136.3% | +11.2% |
| 10Y | +170.4% | +358.2% | -187.8% | +44.1% |
| All | +161.1% | +2,171.4% | -2,010.3% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling