+165.1%
TECK vs EQH
+230.1%
-64.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.0% | -7.3% | -6.9% |
| 7D | -4.2% | -1.8% | -2.5% | -3.3% |
| 30D | -0.4% | +2.4% | -2.8% | -2.3% |
| 3M | +10.1% | +26.3% | -16.2% | -5.4% |
| 6M | +26.0% | +35.8% | -9.8% | +2.3% |
| YTD | +38.0% | +12.7% | +25.4% | +24.8% |
| 1Y | +63.8% | +2.5% | +61.3% | +55.8% |
| 3Y | +68.5% | +98.6% | -30.1% | +1.2% |
| 5Y | +179.2% | +101.7% | +77.5% | +59.0% |
| All | +165.1% | +230.1% | -64.9% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling