+61.1%
VZ vs TECK
+373.9%
-312.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.6% | +0.4% |
| 7D | +0.2% | +7.8% | -7.5% | -0.1% |
| 30D | +7.1% | +8.3% | -1.2% | +6.7% |
| 3M | +12.8% | +16.1% | -3.2% | +11.9% |
| 6M | +1.8% | +42.9% | -41.1% | -0.2% |
| YTD | +30.0% | +50.8% | -20.8% | +26.8% |
| 1Y | +24.3% | +106.1% | -81.8% | +19.0% |
| 3Y | +84.3% | +84.0% | +0.3% | +75.6% |
| 5Y | +25.9% | +223.5% | -197.5% | +14.4% |
| 10Y | +61.1% | +378.1% | -317.0% | +32.2% |
| All | +61.1% | +373.9% | -312.8% | +32.2% |
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