-22.4%
EQX vs TDY
-7.1%
-15.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +0.5% |
| 7D | -3.2% | -1.1% | -2.1% | -2.2% |
| 30D | +7.8% | -12.0% | +19.8% | +21.6% |
| 3M | +21.3% | -3.2% | +24.5% | +22.7% |
| 6M | -22.4% | -7.9% | -14.5% | -16.1% |
| All | -22.4% | -7.1% | -15.3% | -16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling