+5.0%
VTR vs TECK
+44.6%
-39.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | -0.7% |
| 7D | -2.9% | +4.9% | -7.8% | -2.6% |
| 30D | -2.8% | +5.2% | -8.0% | -2.4% |
| 3M | +9.0% | +13.8% | -4.8% | +10.7% |
| 6M | +5.0% | +38.5% | -33.5% | +3.9% |
| All | +5.0% | +44.6% | -39.6% | +3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling