+21.4%
EQX vs TMF
-88.6%
+110.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | -10.5% | -9.3% | -1.2% | -8.3% |
| 30D | +0.2% | +1.9% | -1.7% | -0.3% |
| 3M | -7.9% | -11.2% | +3.3% | -5.2% |
| 6M | -28.6% | -17.7% | -10.9% | -25.2% |
| YTD | -26.3% | -24.5% | -1.8% | -21.4% |
| 1Y | -20.2% | -29.4% | +9.2% | -13.7% |
| 3Y | +131.1% | -33.4% | +164.5% | +143.6% |
| All | +21.4% | -88.6% | +110.0% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling