+157.9%
EQX vs TLN
+469.0%
-311.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.5% | -2.5% | -4.5% |
| 7D | -7.0% | +2.0% | -9.0% | -7.5% |
| 30D | +4.8% | -12.9% | +17.8% | +8.0% |
| 3M | +25.6% | -7.4% | +33.1% | +27.4% |
| 6M | -25.8% | -6.0% | -19.8% | -24.9% |
| YTD | -12.7% | -16.9% | +4.1% | -10.6% |
| 1Y | +14.1% | -22.6% | +36.7% | +18.3% |
| All | +157.9% | +469.0% | -311.1% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling