+233.4%
EQX vs TECK
+247.3%
-13.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -6.3% | +1.3% | -2.8% |
| 7D | -7.0% | -4.2% | -2.8% | -5.6% |
| 30D | +4.8% | -0.4% | +5.2% | +5.1% |
| 3M | +25.6% | +10.1% | +15.5% | +21.9% |
| 6M | -25.8% | +26.0% | -51.8% | -30.9% |
| YTD | -12.7% | +38.0% | -50.8% | -21.0% |
| 1Y | +14.1% | +63.8% | -49.7% | -2.3% |
| 3Y | +165.7% | +68.5% | +97.2% | +122.5% |
| 5Y | +81.2% | +179.2% | -98.0% | +34.7% |
| All | +233.4% | +247.3% | -13.9% | +112.9% |
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