+106.4%
TECK vs ACWI
+341.2%
-234.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.6% | +4.4% | +2.2% |
| 7D | +3.1% | +0.3% | +2.7% | +2.8% |
| 30D | -5.0% | -2.8% | -2.1% | +0.7% |
| 3M | -2.6% | -3.2% | +0.6% | +4.1% |
| 6M | 0.0% | +1.3% | -1.3% | -0.5% |
| YTD | +35.6% | +11.2% | +24.4% | +15.2% |
| 1Y | +58.1% | +13.8% | +44.3% | +29.2% |
| 3Y | +93.3% | +76.2% | +17.1% | -27.5% |
| 5Y | +153.7% | +59.5% | +94.2% | +13.3% |
| 10Y | +226.7% | +222.2% | +4.5% | -60.4% |
| All | +106.4% | +341.2% | -234.7% | -83.2% |
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