+1,873.1%
VTR vs TECK
+2,265.7%
-392.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -1.2% |
| 7D | -2.4% | +7.8% | -10.1% | -3.8% |
| 30D | -3.7% | +8.3% | -12.0% | -5.3% |
| 3M | +13.5% | +16.1% | -2.5% | +9.5% |
| 6M | +7.2% | +42.9% | -35.7% | -1.5% |
| YTD | +17.6% | +50.8% | -33.2% | +6.2% |
| 1Y | +35.4% | +106.1% | -70.7% | +14.2% |
| 3Y | +132.8% | +84.0% | +48.8% | +94.4% |
| 5Y | +88.7% | +223.5% | -134.8% | +34.1% |
| 10Y | +87.6% | +378.1% | -290.5% | +9.1% |
| All | +1,873.1% | +2,265.7% | -392.6% | +677.9% |
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 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