+238.8%
EQX vs TD
+235.7%
+3.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | -3.2% | -0.5% | -2.7% | -3.0% |
| 30D | +7.8% | -1.9% | +9.7% | +8.6% |
| 3M | +21.3% | +4.8% | +16.6% | +18.6% |
| 6M | -22.4% | +28.0% | -50.4% | -30.3% |
| YTD | -11.3% | +30.3% | -41.6% | -21.0% |
| 1Y | +13.5% | +59.8% | -46.3% | -7.1% |
| 3Y | +162.1% | +124.7% | +37.4% | +85.9% |
| 5Y | +84.2% | +127.0% | -42.8% | +31.9% |
| All | +238.8% | +235.7% | +3.1% | +224.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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