+120.3%
TECK vs ACWI
+356.8%
-236.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.5% |
| 7D | -0.3% | +0.5% | -0.8% | -1.2% |
| 30D | +4.6% | +0.9% | +3.8% | +3.0% |
| 3M | +2.8% | +2.4% | +0.5% | -0.7% |
| 6M | +24.9% | +12.4% | +12.5% | +3.0% |
| YTD | +44.7% | +15.2% | +29.6% | +14.5% |
| 1Y | +112.0% | +22.7% | +89.3% | +50.0% |
| 3Y | +67.6% | +75.8% | -8.2% | -37.4% |
| 5Y | +200.3% | +67.7% | +132.6% | +21.1% |
| 10Y | +358.2% | +229.0% | +129.2% | -46.8% |
| All | +120.3% | +356.8% | -236.5% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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