+447.1%
VZ vs TECK
+2,171.4%
-1,724.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | +7.9% | +4.6% | +3.3% | +7.5% |
| 3M | +13.6% | +2.8% | +10.8% | +13.0% |
| 6M | +1.1% | +24.9% | -23.8% | -1.4% |
| YTD | +29.3% | +44.7% | -15.5% | +24.2% |
| 1Y | +21.2% | +112.0% | -90.7% | +12.4% |
| 3Y | +75.9% | +67.6% | +8.3% | +64.0% |
| 5Y | +24.1% | +200.3% | -176.3% | +7.4% |
| 10Y | +62.4% | +358.2% | -295.8% | +26.6% |
| All | +447.1% | +2,171.4% | -1,724.3% | +247.8% |
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 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