+167.3%
TECK vs EQH
+234.7%
-67.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | 0.0% |
| 7D | -3.8% | +0.7% | -4.6% | -4.4% |
| 30D | +0.7% | +2.8% | -2.1% | -1.4% |
| 3M | +4.6% | +23.1% | -18.5% | -8.8% |
| 6M | +25.1% | +41.4% | -16.3% | -0.9% |
| YTD | +39.2% | +14.3% | +24.9% | +24.7% |
| 1Y | +60.3% | +1.6% | +58.7% | +53.4% |
| 3Y | +62.9% | +102.7% | -39.8% | -3.4% |
| 5Y | +181.5% | +104.5% | +76.9% | +58.9% |
| All | +167.3% | +234.7% | -67.4% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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