+49.5%
EQT vs TPR
+318.3%
-268.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.1% |
| 7D | -1.2% | -5.1% | +4.0% | +0.3% |
| 30D | +1.1% | -27.6% | +28.6% | +10.1% |
| 3M | +4.8% | -17.5% | +22.3% | +9.5% |
| 6M | -10.6% | -21.3% | +10.8% | -6.1% |
| YTD | +3.4% | -8.5% | +11.9% | +3.2% |
| 1Y | +8.7% | +11.5% | -2.8% | +1.3% |
| 3Y | +35.0% | +288.0% | -253.1% | -19.9% |
| 5Y | +204.2% | +225.2% | -20.9% | +84.3% |
| All | +49.5% | +318.3% | -268.7% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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