+219.2%
VT vs TECK
+211.9%
+7.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.1% |
| 7D | -0.1% | +1.7% | -1.8% | -0.5% |
| 30D | -3.1% | -7.6% | +4.6% | -1.6% |
| 3M | -3.5% | -5.9% | +2.4% | -2.7% |
| 6M | +0.5% | -2.8% | +3.3% | +0.2% |
| YTD | +10.8% | +31.8% | -21.1% | +3.2% |
| 1Y | +11.9% | +49.1% | -37.2% | +1.6% |
| 3Y | +73.0% | +83.0% | -10.0% | +47.0% |
| 5Y | +58.6% | +150.6% | -92.0% | +22.0% |
| 10Y | +219.2% | +219.0% | +0.2% | +103.7% |
| All | +219.2% | +211.9% | +7.2% | +103.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling