+250.0%
EQX vs TMF
-81.0%
+331.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.7% | -2.4% |
| 7D | -1.4% | -1.4% | +0.1% | -1.0% |
| 30D | +24.4% | -2.8% | +27.2% | +25.2% |
| 3M | +11.6% | -10.9% | +22.5% | +14.5% |
| 6M | -25.0% | -21.3% | -3.7% | -20.9% |
| YTD | -8.4% | -15.9% | +7.5% | -5.0% |
| 1Y | +43.4% | -15.7% | +59.1% | +48.4% |
| 3Y | +162.0% | -43.4% | +205.3% | +185.3% |
| 5Y | +70.1% | -87.8% | +157.9% | +143.0% |
| All | +250.0% | -81.0% | +331.0% | +231.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling