+35.8%
EQT vs TECK
+64.4%
-28.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.3% | +6.9% | +1.7% |
| 7D | -1.2% | -4.2% | +3.1% | -0.5% |
| 30D | +1.1% | -0.4% | +1.4% | +1.0% |
| 3M | +4.8% | +10.1% | -5.4% | +2.3% |
| 6M | -10.6% | +26.0% | -36.6% | -15.9% |
| YTD | +3.4% | +38.0% | -34.6% | -5.8% |
| 1Y | +8.7% | +63.8% | -55.1% | -5.6% |
| All | +35.8% | +64.4% | -28.6% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling