+70.4%
TECK vs ACGL
+34.2%
+36.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.5% |
| 7D | -0.3% | -0.7% | +0.4% | -0.3% |
| 30D | +4.6% | -1.0% | +5.6% | +4.7% |
| 3M | +2.8% | +11.0% | -8.2% | +1.8% |
| 6M | +24.9% | -0.3% | +25.2% | +24.9% |
| YTD | +44.7% | +2.3% | +42.5% | +43.9% |
| 1Y | +112.0% | +6.4% | +105.6% | +109.2% |
| All | +70.4% | +34.2% | +36.2% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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