+251.1%
EQX vs TAP
-14.1%
+265.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | +1.7% | -5.1% | +6.8% | +2.6% |
| 30D | +11.1% | -8.4% | +19.5% | +12.7% |
| 3M | +23.1% | -3.9% | +27.0% | +23.6% |
| 6M | -21.8% | -14.4% | -7.5% | -20.0% |
| YTD | -8.1% | -14.7% | +6.6% | -6.1% |
| 1Y | +29.7% | -18.7% | +48.4% | +33.3% |
| 3Y | +179.9% | -32.6% | +212.5% | +197.3% |
| 5Y | +82.5% | -1.4% | +83.9% | +79.7% |
| All | +251.1% | -14.1% | +265.2% | +258.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling