+238.8%
EQX vs TAP
-13.1%
+251.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.4% | +1.4% |
| 7D | -3.2% | -3.9% | +0.7% | -2.6% |
| 30D | +7.8% | -5.3% | +13.0% | +8.7% |
| 3M | +21.3% | -3.8% | +25.1% | +21.8% |
| 6M | -22.4% | -11.4% | -11.0% | -21.1% |
| YTD | -11.3% | -13.7% | +2.4% | -9.6% |
| 1Y | +13.5% | -17.2% | +30.7% | +16.3% |
| 3Y | +162.1% | -33.1% | +195.2% | +179.0% |
| 5Y | +84.2% | +0.8% | +83.4% | +80.8% |
| All | +238.8% | -13.1% | +251.9% | +245.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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