+377.4%
VT vs TECK
+96.4%
+281.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +0.4% | -0.3% | +0.8% | +0.5% |
| 30D | +1.0% | +4.6% | -3.6% | -0.1% |
| 3M | +2.4% | +2.8% | -0.5% | +1.3% |
| 6M | +12.0% | +24.9% | -12.9% | +5.9% |
| YTD | +15.3% | +44.7% | -29.4% | +5.2% |
| 1Y | +22.6% | +112.0% | -89.4% | +2.5% |
| 3Y | +74.7% | +67.6% | +7.1% | +49.6% |
| 5Y | +66.1% | +200.3% | -134.2% | +20.4% |
| 10Y | +225.0% | +358.2% | -133.2% | +89.0% |
| All | +377.4% | +96.4% | +281.0% | +138.8% |
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 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