+72.2%
EQX vs TDY
+39.0%
+33.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.0% |
| 7D | -3.2% | -1.1% | -2.1% | -2.6% |
| 30D | +7.8% | -12.0% | +19.8% | +15.6% |
| 3M | +21.3% | -3.2% | +24.5% | +23.2% |
| 6M | -22.4% | -7.9% | -14.5% | -18.8% |
| YTD | -11.3% | +18.2% | -29.5% | -18.4% |
| 1Y | +13.5% | +6.7% | +6.9% | +10.0% |
| 3Y | +162.1% | +47.5% | +114.6% | +107.6% |
| All | +72.2% | +39.0% | +33.2% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling