+406.3%
VZ vs TECK
+1,890.1%
-1,483.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.0% |
| 7D | +2.1% | -0.2% | +2.4% | +2.1% |
| 30D | +1.4% | -7.5% | +8.9% | +1.9% |
| 3M | -1.3% | -8.4% | +7.2% | -0.8% |
| 6M | -0.5% | -2.2% | +1.7% | -1.0% |
| YTD | +19.6% | +26.8% | -7.2% | +16.0% |
| 1Y | +22.4% | +46.5% | -24.1% | +17.0% |
| 3Y | +55.9% | +69.0% | -13.1% | +45.0% |
| 5Y | +20.4% | +138.8% | -118.4% | +6.3% |
| 10Y | +66.9% | +224.3% | -157.5% | +34.4% |
| All | +406.3% | +1,890.1% | -1,483.8% | +224.6% |
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