+165.5%
EQX vs TLN
+602.5%
-436.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.0% |
| 7D | +3.8% | +10.9% | -7.1% | +1.3% |
| 30D | +9.4% | -6.3% | +15.7% | +10.8% |
| 3M | +16.8% | -10.7% | +27.5% | +19.4% |
| 6M | -23.7% | +1.6% | -25.3% | -24.0% |
| YTD | -9.6% | -13.1% | +3.5% | -8.2% |
| 1Y | +29.1% | -15.1% | +44.2% | +31.4% |
| 3Y | +175.3% | +495.0% | -319.7% | +53.1% |
| All | +165.5% | +602.5% | -436.9% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling