+348.0%
VT vs TECK
+70.5%
+277.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.1% | +3.0% | -2.6% |
| 7D | -4.2% | -6.0% | +1.8% | -3.0% |
| 30D | -5.8% | -10.7% | +4.9% | -3.7% |
| 3M | -5.2% | -9.2% | +3.9% | -3.6% |
| 6M | +0.1% | +3.9% | -3.8% | -1.6% |
| YTD | +8.2% | +25.7% | -17.4% | +1.4% |
| 1Y | +10.1% | +44.3% | -34.2% | +0.1% |
| 3Y | +69.7% | +65.7% | +3.9% | +45.7% |
| 5Y | +53.4% | +136.6% | -83.2% | +17.1% |
| 10Y | +219.2% | +221.4% | -2.2% | +101.2% |
| All | +348.0% | +70.5% | +277.5% | +130.2% |
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