+57.4%
VZ vs TECK
+74.1%
-16.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.4% |
| 7D | +1.5% | -0.4% | +1.9% | +1.5% |
| 30D | +4.4% | -7.1% | +11.5% | +4.2% |
| 3M | -2.4% | -5.5% | +3.1% | -2.5% |
| 6M | +1.4% | -9.7% | +11.1% | +1.5% |
| YTD | +21.4% | +26.3% | -4.9% | +20.8% |
| 1Y | +20.3% | +44.4% | -24.1% | +19.3% |
| 3Y | +57.4% | +70.1% | -12.7% | +49.1% |
| All | +57.4% | +74.1% | -16.7% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling