+34.0%
EQIX vs TECK
+180.4%
-146.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.3% | +4.5% | -1.0% |
| 7D | -1.6% | -4.2% | +2.6% | -1.1% |
| 30D | -0.4% | -0.4% | 0.0% | -0.4% |
| 3M | -0.9% | +10.1% | -11.1% | -2.5% |
| 6M | +8.1% | +26.0% | -17.9% | +4.2% |
| YTD | +35.7% | +38.0% | -2.4% | +28.6% |
| 1Y | +34.0% | +63.8% | -29.8% | +23.6% |
| 3Y | +41.4% | +68.5% | -27.1% | +26.9% |
| 5Y | +34.0% | +179.2% | -145.2% | +18.1% |
| All | +34.0% | +180.4% | -146.4% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling