+96.3%
VTR vs TECK
+377.7%
-281.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -0.3% | -3.8% | +3.5% | +0.3% |
| 30D | +1.1% | +0.7% | +0.4% | +0.8% |
| 3M | +7.9% | +4.6% | +3.3% | +6.3% |
| 6M | +6.2% | +25.1% | -19.0% | +0.2% |
| YTD | +17.7% | +39.2% | -21.4% | +8.1% |
| 1Y | +32.9% | +60.3% | -27.4% | +17.9% |
| 3Y | +129.7% | +62.9% | +66.8% | +95.7% |
| 5Y | +89.3% | +181.5% | -92.2% | +34.3% |
| All | +96.3% | +377.7% | -281.4% | -7.0% |
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