+238.8%
EQX vs TKO
+185.5%
+53.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.6% |
| 7D | -3.2% | +2.3% | -5.5% | -3.5% |
| 30D | +7.8% | -2.5% | +10.2% | +8.1% |
| 3M | +21.3% | -10.6% | +31.9% | +22.9% |
| 6M | -22.4% | -5.1% | -17.4% | -22.0% |
| YTD | -11.3% | -8.2% | -3.1% | -10.6% |
| 1Y | +13.5% | -4.4% | +17.9% | +13.9% |
| 3Y | +162.1% | +100.4% | +61.8% | +140.5% |
| 5Y | +84.2% | +294.3% | -210.1% | +59.6% |
| All | +238.8% | +185.5% | +53.4% | +226.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling