+72.2%
EQX vs TKO
+291.2%
-219.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.6% |
| 7D | -3.2% | +2.3% | -5.5% | -3.8% |
| 30D | +7.8% | -2.5% | +10.2% | +8.3% |
| 3M | +21.3% | -10.6% | +31.9% | +24.1% |
| 6M | -22.4% | -5.1% | -17.4% | -21.8% |
| YTD | -11.3% | -8.2% | -3.1% | -10.1% |
| 1Y | +13.5% | -4.4% | +17.9% | +14.0% |
| 3Y | +162.1% | +100.4% | +61.8% | +120.3% |
| All | +72.2% | +291.2% | -219.0% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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