+9.2%
EQX vs TCOM
-39.6%
+48.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +3.2% | +9.6% | +12.3% |
| 7D | +7.6% | +10.7% | -3.0% | +6.2% |
| 30D | +0.4% | +10.1% | -9.6% | -0.9% |
| 3M | +18.0% | -8.9% | +26.8% | +19.4% |
| 6M | -18.4% | -19.2% | +0.8% | -15.2% |
| YTD | -19.3% | -40.6% | +21.3% | -15.4% |
| 1Y | +9.2% | -39.0% | +48.3% | +12.1% |
| All | +9.2% | -39.6% | +48.9% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling