+130.8%
VTR vs TECK
+64.4%
+66.4%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.3% | +7.5% | +1.5% |
| 7D | -1.8% | -4.2% | +2.4% | -1.7% |
| 30D | +4.0% | -0.4% | +4.4% | +4.0% |
| 3M | +7.8% | +10.1% | -2.3% | +7.2% |
| 6M | +6.4% | +26.0% | -19.6% | +4.2% |
| YTD | +18.3% | +38.0% | -19.7% | +14.8% |
| 1Y | +33.9% | +63.8% | -29.8% | +27.6% |
| All | +130.8% | +64.4% | +66.4% | +111.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling