+233.4%
EQX vs TMF
-81.9%
+315.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.4% | -1.6% | -4.3% |
| 7D | -7.0% | -4.8% | -2.2% | -6.0% |
| 30D | +4.8% | -4.9% | +9.7% | +6.1% |
| 3M | +25.6% | -13.4% | +39.1% | +29.7% |
| 6M | -25.8% | -23.0% | -2.8% | -21.3% |
| YTD | -12.7% | -20.2% | +7.4% | -8.4% |
| 1Y | +14.1% | -26.5% | +40.5% | +21.6% |
| 3Y | +165.7% | -45.2% | +210.9% | +191.4% |
| 5Y | +81.2% | -88.4% | +169.6% | +162.1% |
| All | +233.4% | -81.9% | +315.3% | +219.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling