+162.1%
EQX vs TECK
+65.8%
+96.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.2% |
| 7D | -3.2% | -3.8% | +0.6% | -1.1% |
| 30D | +7.8% | +0.7% | +7.0% | +7.4% |
| 3M | +21.3% | +4.6% | +16.7% | +18.6% |
| 6M | -22.4% | +25.1% | -47.5% | -30.9% |
| YTD | -11.3% | +39.2% | -50.5% | -25.0% |
| 1Y | +13.5% | +60.3% | -46.8% | -10.5% |
| 3Y | +162.1% | +62.9% | +99.2% | +107.1% |
| All | +162.1% | +65.8% | +96.4% | +107.1% |
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 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