+65.5%
VZ vs TECK
+221.5%
-156.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.0% | -6.2% | +0.5% |
| 7D | +2.2% | +3.1% | -0.8% | +2.1% |
| 30D | +10.6% | -5.0% | +15.6% | +10.8% |
| 3M | -0.6% | -2.6% | +2.0% | -0.6% |
| 6M | +0.7% | 0.0% | +0.8% | +0.5% |
| YTD | +20.6% | +35.6% | -15.0% | +18.1% |
| 1Y | +22.7% | +58.1% | -35.4% | +19.1% |
| 3Y | +57.2% | +93.3% | -36.1% | +49.2% |
| 5Y | +21.4% | +153.7% | -132.3% | +11.8% |
| 10Y | +65.5% | +226.7% | -161.2% | +40.5% |
| All | +65.5% | +221.5% | -156.1% | +40.5% |
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