+162.1%
EQX vs TW
+19.1%
+143.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | -3.2% | -4.5% | +1.3% | -2.9% |
| 30D | +7.8% | -2.3% | +10.0% | +7.9% |
| 3M | +21.3% | +2.6% | +18.7% | +20.6% |
| 6M | -22.4% | -17.5% | -4.9% | -20.7% |
| YTD | -11.3% | -5.3% | -6.0% | -11.6% |
| 1Y | +13.5% | -14.8% | +28.3% | +16.0% |
| 3Y | +162.1% | +18.8% | +143.3% | +160.1% |
| All | +162.1% | +19.1% | +143.1% | +160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 3y: compounded portfolio wealth divided by compounded TW 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…
3y analysis · Full analysis span regression · 6 months rolling