+715.9%
VTV vs TECK
+1,117.0%
-401.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -1.1% | -3.8% | +2.7% | -0.5% |
| 30D | -1.0% | +0.7% | -1.8% | -1.3% |
| 3M | +4.6% | +4.6% | 0.0% | +3.3% |
| 6M | +13.5% | +25.1% | -11.6% | +8.0% |
| YTD | +18.5% | +39.2% | -20.7% | +10.1% |
| 1Y | +22.9% | +60.3% | -37.4% | +10.9% |
| 3Y | +67.8% | +62.9% | +4.9% | +47.2% |
| 5Y | +81.8% | +181.5% | -99.6% | +39.2% |
| 10Y | +233.0% | +362.3% | -129.3% | +109.5% |
| All | +715.9% | +1,117.0% | -401.1% | +258.7% |
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