+244.0%
EQIX vs TECK
+377.7%
-133.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.3% |
| 7D | +0.2% | -3.8% | +4.0% | +0.5% |
| 30D | -2.5% | +0.7% | -3.2% | -2.6% |
| 3M | 0.0% | +4.6% | -4.7% | -0.7% |
| 6M | +7.6% | +25.1% | -17.5% | +4.8% |
| YTD | +37.5% | +39.2% | -1.7% | +32.2% |
| 1Y | +32.9% | +60.3% | -27.4% | +25.7% |
| 3Y | +42.8% | +62.9% | -20.1% | +32.9% |
| 5Y | +35.8% | +181.5% | -145.6% | +19.7% |
| All | +244.0% | +377.7% | -133.7% | +167.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling