+21.8%
VZ vs TECK
+130.0%
-108.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.5% |
| 3M | -2.4% | -5.5% | +3.1% | -2.4% |
| 6M | +1.4% | -9.7% | +11.1% | +1.5% |
| YTD | +21.4% | +26.3% | -4.9% | +19.7% |
| 1Y | +20.3% | +44.4% | -24.1% | +17.8% |
| 3Y | +57.4% | +70.1% | -12.7% | +50.9% |
| All | +21.8% | +130.0% | -108.2% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling