+238.8%
EQX vs TECK
+250.1%
-11.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | -3.2% | -3.8% | +0.6% | -1.9% |
| 30D | +7.8% | +0.7% | +7.0% | +7.6% |
| 3M | +21.3% | +4.6% | +16.7% | +19.8% |
| 6M | -22.4% | +25.1% | -47.5% | -27.5% |
| YTD | -11.3% | +39.2% | -50.5% | -20.0% |
| 1Y | +13.5% | +60.3% | -46.8% | -2.2% |
| 3Y | +162.1% | +62.9% | +99.2% | +121.4% |
| 5Y | +84.2% | +181.5% | -97.3% | +36.5% |
| All | +238.8% | +250.1% | -11.3% | +115.7% |
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 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