-25.8%
EQX vs TCOM
-28.2%
+2.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.3% | -3.8% | -4.8% |
| 7D | -7.0% | -6.5% | -0.5% | -5.7% |
| 30D | +4.8% | -16.2% | +21.1% | +8.9% |
| 3M | +25.6% | -19.3% | +45.0% | +33.3% |
| 6M | -25.8% | -27.2% | +1.4% | -13.1% |
| All | -25.8% | -28.2% | +2.3% | -13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling