+157.9%
EQX vs TAP
-33.1%
+191.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.1% | -5.0% | -5.1% |
| 7D | -7.0% | -5.3% | -1.8% | -6.9% |
| 30D | +4.8% | -7.4% | +12.2% | +5.0% |
| 3M | +25.6% | -4.9% | +30.6% | +25.9% |
| 6M | -25.8% | -14.2% | -11.6% | -25.2% |
| YTD | -12.7% | -14.8% | +2.1% | -12.1% |
| 1Y | +14.1% | -18.1% | +32.2% | +15.4% |
| All | +157.9% | -33.1% | +191.0% | +176.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling