+7,564.2%
EQIX vs TECK
+2,265.7%
+5,298.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.6% | -0.3% |
| 7D | +1.3% | +7.8% | -6.4% | -0.1% |
| 30D | +0.3% | +8.3% | -7.9% | -1.2% |
| 3M | -1.6% | +16.1% | -17.6% | -4.6% |
| 6M | +12.2% | +42.9% | -30.7% | +4.2% |
| YTD | +38.0% | +50.8% | -12.8% | +26.2% |
| 1Y | +38.9% | +106.1% | -67.1% | +19.3% |
| 3Y | +43.8% | +84.0% | -40.2% | +22.8% |
| 5Y | +30.4% | +223.5% | -193.1% | -3.9% |
| 10Y | +238.6% | +378.1% | -139.5% | +98.9% |
| All | +7,564.2% | +2,265.7% | +5,298.4% | +2,503.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling