+11.7%
EQX vs TMF
-26.8%
+38.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.4% | -1.6% | -3.8% |
| 7D | -7.0% | -4.8% | -2.2% | -5.3% |
| 30D | +4.8% | -4.9% | +9.7% | +6.7% |
| 3M | +25.6% | -13.4% | +39.1% | +31.0% |
| 6M | -25.8% | -23.0% | -2.8% | -22.4% |
| YTD | -12.7% | -20.2% | +7.4% | -7.2% |
| All | +11.7% | -26.8% | +38.5% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling